-17.2%
DXCM vs UMC
+137.2%
-154.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.4% |
| 7D | -3.6% | +17.8% | -21.4% | -4.5% |
| 30D | -4.3% | -29.6% | +25.3% | -2.7% |
| 3M | -10.4% | -18.4% | +8.0% | -9.8% |
| 6M | +33.1% | -0.1% | +33.3% | +26.9% |
| YTD | +22.6% | +104.0% | -81.4% | +3.6% |
| 1Y | +36.5% | +121.5% | -85.0% | +13.8% |
| All | -17.2% | +137.2% | -154.4% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling