-18.3%
DXCM vs USHY
+26.1%
-44.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.2% |
| 7D | -9.2% | -0.2% | -9.0% | -8.7% |
| 30D | -6.5% | +0.5% | -7.0% | -7.4% |
| 3M | -10.3% | -1.2% | -9.1% | -7.8% |
| 6M | +35.4% | -0.1% | +35.5% | +35.7% |
| YTD | +21.1% | +1.1% | +19.9% | +18.4% |
| 1Y | +38.2% | +2.0% | +36.2% | +32.7% |
| All | -18.3% | +26.1% | -44.4% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling