+2,777.7%
DXCM vs URI
+5,395.4%
-2,617.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.1% | +2.6% | -2.7% |
| 7D | +5.7% | -12.9% | +18.6% | +9.5% |
| 30D | +1.3% | -3.4% | +4.7% | +1.9% |
| 3M | +2.2% | -10.0% | +12.2% | +4.5% |
| 6M | +42.0% | +12.2% | +29.8% | +35.9% |
| YTD | +27.3% | +29.8% | -2.5% | +15.1% |
| 1Y | +42.5% | +24.6% | +17.9% | +30.3% |
| 3Y | -13.3% | +137.6% | -150.9% | -35.4% |
| 5Y | -46.8% | +176.6% | -223.5% | -62.8% |
| 10Y | +445.8% | +1,402.6% | -956.8% | +114.1% |
| All | +2,777.7% | +5,395.4% | -2,617.8% | +369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling