-31.2%
DXCM vs UMAC
+216.2%
-247.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | -9.2% | -2.9% | -6.3% | -9.2% |
| 30D | -6.5% | -35.6% | +29.1% | -6.2% |
| 3M | -10.3% | -51.3% | +41.0% | -9.9% |
| 6M | +35.4% | -17.5% | +53.0% | +34.8% |
| YTD | +21.1% | -0.7% | +21.8% | +19.8% |
| 1Y | +38.2% | +16.5% | +21.7% | +36.3% |
| All | -31.2% | +216.2% | -247.4% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling