-20.9%
UNH vs DXCM
-17.0%
-3.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -1.6% | -9.2% | +7.6% | -1.1% |
| 30D | +6.5% | -6.5% | +12.9% | +6.8% |
| 3M | +0.8% | -10.3% | +11.1% | +1.3% |
| 6M | +6.1% | +35.4% | -29.4% | +4.1% |
| YTD | +24.5% | +21.1% | +3.4% | +22.9% |
| 1Y | +26.3% | +38.2% | -11.9% | +23.9% |
| All | -20.9% | -17.0% | -3.9% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling