+42.6%
UNP vs DXCM
+44.8%
-2.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.6% | -5.0% | +1.4% |
| 7D | +3.6% | +12.5% | -8.9% | +3.1% |
| 30D | +11.4% | +1.8% | +9.5% | +11.2% |
| 3M | +4.6% | +1.8% | +2.8% | +4.5% |
| 6M | +18.3% | +47.4% | -29.1% | +16.5% |
| YTD | +35.4% | +33.3% | +2.1% | +34.3% |
| 1Y | +42.6% | +44.6% | -2.0% | +41.6% |
| All | +42.6% | +44.8% | -2.2% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling