+236.3%
UNH vs DXCM
+266.8%
-30.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -3.2% | -5.8% | +2.6% | -2.5% |
| 30D | -3.5% | -5.6% | +2.1% | -2.9% |
| 3M | -4.2% | +13.0% | -17.2% | -5.7% |
| 6M | +38.3% | +24.7% | +13.6% | +34.2% |
| YTD | +19.2% | +27.3% | -8.1% | +15.3% |
| 1Y | +15.0% | +11.2% | +3.8% | +12.6% |
| 3Y | -14.5% | -19.0% | +4.5% | -16.2% |
| 5Y | +4.6% | -38.5% | +43.0% | +3.5% |
| All | +236.3% | +266.8% | -30.5% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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