-39.3%
DXCM vs USHY
+21.5%
-60.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.4% |
| 7D | -6.5% | -0.1% | -6.3% | -6.2% |
| 30D | -4.3% | 0.0% | -4.3% | -4.2% |
| 3M | +7.3% | +0.8% | +6.4% | +5.4% |
| 6M | +22.0% | +1.9% | +20.1% | +17.5% |
| YTD | +26.4% | +2.3% | +24.1% | +21.1% |
| 1Y | +7.0% | +4.1% | +2.8% | -1.3% |
| 3Y | -19.6% | +27.8% | -47.4% | -50.4% |
| 5Y | -39.3% | +21.5% | -60.8% | -48.9% |
| All | -39.3% | +21.5% | -60.8% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling