+44.6%
DXCM vs URI
+33.3%
+11.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.4% | +11.0% | +6.8% |
| 7D | +12.5% | -4.3% | +16.9% | +12.6% |
| 30D | +1.8% | +4.6% | -2.8% | +1.5% |
| 3M | +1.8% | -2.1% | +3.9% | +1.8% |
| 6M | +47.4% | +21.9% | +25.4% | +44.6% |
| YTD | +33.3% | +39.7% | -6.4% | +24.9% |
| 1Y | +44.6% | +32.9% | +11.8% | +39.6% |
| All | +44.6% | +33.3% | +11.3% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling