-19.0%
DXCM vs UMC
+252.5%
-271.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.1% | -8.9% | -4.2% |
| 7D | -6.2% | +6.6% | -12.8% | -6.7% |
| 30D | -0.3% | +16.6% | -16.8% | -1.4% |
| 3M | +10.3% | +11.0% | -0.7% | +7.0% |
| 6M | +24.1% | +131.3% | -107.2% | +6.4% |
| YTD | +27.4% | +182.5% | -155.1% | +4.4% |
| 1Y | +8.4% | +222.3% | -213.9% | -13.7% |
| 3Y | -19.0% | +253.0% | -272.0% | -41.9% |
| All | -19.0% | +252.5% | -271.5% | -41.9% |
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