+1,038.2%
UNH vs DXCM
+2,659.3%
-1,621.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.2% |
| 7D | +3.4% | +4.9% | -1.6% | +2.7% |
| 30D | +3.0% | -0.2% | +3.2% | +2.9% |
| 3M | +2.7% | -8.9% | +11.6% | +3.9% |
| 6M | +2.8% | +42.3% | -39.5% | -2.8% |
| YTD | +25.9% | +25.6% | +0.3% | +20.8% |
| 1Y | +25.8% | +39.5% | -13.7% | +18.9% |
| 3Y | -20.0% | -15.3% | -4.8% | -22.3% |
| 5Y | -2.8% | -48.4% | +45.6% | -1.5% |
| 10Y | +228.7% | +411.4% | -182.7% | +121.2% |
| All | +1,038.2% | +2,659.3% | -1,621.1% | +344.5% |
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