+2,739.2%
DXCM vs UMC
+712.9%
+2,026.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.9% |
| 7D | +4.9% | +11.2% | -6.3% | +2.1% |
| 30D | -0.2% | -28.0% | +27.9% | +7.4% |
| 3M | -8.9% | -20.5% | +11.6% | -5.3% |
| 6M | +42.3% | -1.6% | +43.8% | +34.6% |
| YTD | +25.6% | +99.4% | -73.8% | -4.0% |
| 1Y | +39.5% | +120.4% | -80.9% | +3.8% |
| 3Y | -15.3% | +134.2% | -149.5% | -39.9% |
| 5Y | -48.4% | +78.8% | -127.3% | -61.4% |
| 10Y | +411.4% | +1,280.4% | -869.0% | +95.2% |
| All | +2,739.2% | +712.9% | +2,026.3% | +907.8% |
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