+2,894.9%
DXCM vs UMC
+996.4%
+1,898.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.6% | -6.6% | -3.2% |
| 7D | -3.2% | +5.0% | -8.2% | -4.5% |
| 30D | +6.3% | +7.7% | -1.3% | +4.1% |
| 3M | +21.1% | +1.7% | +19.4% | +16.7% |
| 6M | +20.6% | +113.9% | -93.3% | -6.3% |
| YTD | +32.4% | +168.9% | -136.5% | -4.5% |
| 1Y | +8.8% | +207.2% | -198.4% | -24.7% |
| 3Y | -13.7% | +227.7% | -241.4% | -43.0% |
| 5Y | -35.2% | +118.0% | -153.2% | -53.1% |
| 10Y | +281.8% | +1,682.1% | -1,400.3% | +39.4% |
| All | +2,894.9% | +996.4% | +1,898.5% | +902.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling