+44.6%
DXCM vs USHY
+1.9%
+42.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +6.0% | +5.1% |
| 7D | +12.5% | -0.2% | +12.7% | +12.9% |
| 30D | +1.8% | +0.7% | +1.1% | +0.1% |
| 3M | +1.8% | -2.2% | +4.0% | +7.7% |
| 6M | +47.4% | -0.9% | +48.2% | +49.5% |
| YTD | +33.3% | +0.2% | +33.2% | +34.5% |
| 1Y | +44.6% | +1.7% | +42.9% | +42.0% |
| All | +44.6% | +1.9% | +42.8% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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