+373.3%
DXCM vs UMC
+1,304.8%
-931.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.6% |
| 7D | -3.6% | +17.8% | -21.4% | -6.4% |
| 30D | -4.3% | -29.6% | +25.3% | +1.1% |
| 3M | -10.4% | -18.4% | +8.0% | -8.3% |
| 6M | +33.1% | -0.1% | +33.3% | +26.5% |
| YTD | +22.6% | +104.0% | -81.4% | -2.3% |
| 1Y | +36.5% | +121.5% | -85.0% | +6.8% |
| 3Y | -13.5% | +135.0% | -148.5% | -35.0% |
| 5Y | -49.6% | +83.0% | -132.7% | -61.1% |
| All | +373.3% | +1,304.8% | -931.6% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling