+647.0%
DXCM vs USHY
+49.7%
+597.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.5% | -0.7% | -4.9% | -4.3% |
| 30D | -8.6% | -0.7% | -7.9% | -7.4% |
| 3M | +10.3% | +0.1% | +10.3% | +10.2% |
| 6M | +25.2% | +1.8% | +23.4% | +21.3% |
| YTD | +25.1% | +1.8% | +23.3% | +21.3% |
| 1Y | +9.2% | +3.3% | +6.0% | +3.1% |
| 3Y | -22.6% | +27.0% | -49.6% | -49.7% |
| 5Y | -39.5% | +21.0% | -60.6% | -56.4% |
| All | +647.0% | +49.7% | +597.3% | +270.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling