-27.6%
DXCM vs UMAC
+488.3%
-515.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.8% |
| 7D | -5.8% | -4.0% | -1.8% | -5.8% |
| 30D | -5.6% | -9.4% | +3.8% | -5.6% |
| 3M | +13.0% | +3.0% | +10.1% | +12.9% |
| 6M | +24.7% | +27.2% | -2.5% | +23.6% |
| YTD | +27.3% | +84.7% | -57.4% | +25.4% |
| 1Y | +11.2% | +136.5% | -125.3% | +9.0% |
| All | -27.6% | +488.3% | -515.9% | -28.4% |
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