-28.2%
DXCM vs UMAC
+508.0%
-536.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | -0.7% |
| 7D | -6.5% | +3.3% | -9.7% | -6.5% |
| 30D | -4.3% | -10.4% | +6.1% | -4.3% |
| 3M | +7.3% | +1.8% | +5.5% | +7.2% |
| 6M | +22.0% | +40.7% | -18.7% | +20.9% |
| YTD | +26.4% | +90.9% | -64.5% | +24.5% |
| 1Y | +7.0% | +151.8% | -144.8% | +4.8% |
| All | -28.2% | +508.0% | -536.2% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling