-49.1%
DXCM vs URI
+199.0%
-248.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.9% | -4.8% | +0.2% |
| 7D | -4.4% | -4.0% | -0.3% | -3.4% |
| 30D | -3.6% | +6.8% | -10.4% | -5.7% |
| 3M | -4.3% | -2.8% | -1.5% | -4.2% |
| 6M | +33.8% | +20.9% | +12.9% | +24.4% |
| YTD | +22.1% | +40.2% | -18.1% | +5.9% |
| 1Y | +47.4% | +34.1% | +13.3% | +29.8% |
| 3Y | -12.3% | +164.1% | -176.4% | -44.6% |
| 5Y | -49.1% | +199.3% | -248.4% | -70.6% |
| All | -49.1% | +199.0% | -248.1% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling