-50.1%
DXCM vs URI
+166.6%
-216.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.1% | -6.3% |
| 7D | -3.5% | -9.8% | +6.3% | -0.8% |
| 30D | -5.8% | +1.7% | -7.5% | -6.6% |
| 3M | -4.3% | -9.1% | +4.7% | -2.4% |
| 6M | +31.6% | +9.9% | +21.7% | +25.8% |
| YTD | +19.6% | +31.2% | -11.6% | +5.7% |
| 1Y | +36.9% | +25.9% | +10.9% | +22.6% |
| 3Y | -16.3% | +147.4% | -163.7% | -46.2% |
| All | -50.1% | +166.6% | -216.7% | -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