+1,002.6%
UNH vs DXCM
+2,810.6%
-1,808.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.7% |
| 7D | +1.1% | -3.2% | +4.3% | +1.5% |
| 30D | -3.8% | +6.3% | -10.1% | -4.6% |
| 3M | +0.7% | +21.1% | -20.3% | -2.2% |
| 6M | +37.9% | +20.6% | +17.3% | +33.4% |
| YTD | +21.9% | +32.4% | -10.5% | +16.4% |
| 1Y | +31.4% | +8.8% | +22.5% | +28.3% |
| 3Y | -11.4% | -13.7% | +2.3% | -14.4% |
| 5Y | +2.5% | -35.2% | +37.7% | +0.5% |
| 10Y | +242.9% | +281.8% | -38.9% | +141.0% |
| All | +1,002.6% | +2,810.6% | -1,808.0% | +328.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling