-39.3%
DXCM vs UMC
+145.1%
-184.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.5% |
| 7D | -6.5% | +13.6% | -20.1% | -8.8% |
| 30D | -4.3% | +20.8% | -25.1% | -7.9% |
| 3M | +7.3% | +16.1% | -8.9% | +0.4% |
| 6M | +22.0% | +137.3% | -115.3% | -7.9% |
| YTD | +26.4% | +193.8% | -167.4% | -12.3% |
| 1Y | +7.0% | +236.1% | -229.1% | -29.4% |
| 3Y | -19.6% | +267.1% | -286.7% | -51.1% |
| 5Y | -39.3% | +145.3% | -184.6% | -57.4% |
| All | -39.3% | +145.1% | -184.4% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling