+39.5%
DXCM vs UMAC
+8.8%
+30.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +2.4% |
| 7D | +4.9% | -5.2% | +10.1% | +4.9% |
| 30D | -0.2% | -36.4% | +36.2% | 0.0% |
| 3M | -8.9% | -58.6% | +49.7% | -8.6% |
| 6M | +42.3% | -24.6% | +66.9% | +40.4% |
| YTD | +25.6% | -11.5% | +37.0% | +18.9% |
| 1Y | +39.5% | +16.9% | +22.6% | +26.7% |
| All | +39.5% | +8.8% | +30.8% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling