+5.3%
UNH vs DXCM
-38.1%
+43.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.8% | +1.2% |
| 7D | +1.1% | -6.2% | +7.4% | +1.6% |
| 30D | -1.5% | -0.3% | -1.3% | -1.5% |
| 3M | -0.8% | +10.3% | -11.2% | -1.8% |
| 6M | +41.8% | +24.1% | +17.7% | +38.9% |
| YTD | +23.1% | +27.4% | -4.3% | +20.2% |
| 1Y | +28.5% | +8.4% | +20.1% | +26.8% |
| 3Y | -11.8% | -19.0% | +7.2% | -13.2% |
| 5Y | +5.3% | -38.6% | +43.9% | +1.9% |
| All | +5.3% | -38.1% | +43.4% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling