+36.5%
DXCM vs UMAC
+6.6%
+30.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.3% |
| 7D | -3.6% | +10.1% | -13.8% | -3.6% |
| 30D | -4.3% | -39.1% | +34.8% | -4.1% |
| 3M | -10.4% | -56.2% | +45.9% | -10.1% |
| 6M | +33.1% | -16.2% | +49.3% | +31.1% |
| YTD | +22.6% | -7.1% | +29.8% | +16.4% |
| 1Y | +36.5% | +10.3% | +26.3% | +26.6% |
| All | +36.5% | +6.6% | +30.0% | +26.6% |
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