+293.8%
UNP vs DXCM
+421.6%
-127.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.1% |
| 7D | -3.3% | -4.4% | +1.1% | -2.8% |
| 30D | +6.7% | -3.6% | +10.3% | +7.1% |
| 3M | +1.8% | -4.3% | +6.1% | +2.2% |
| 6M | +13.3% | +33.8% | -20.4% | +9.1% |
| YTD | +30.3% | +22.1% | +8.2% | +26.6% |
| 1Y | +36.9% | +47.4% | -10.5% | +30.0% |
| 3Y | +50.9% | -12.3% | +63.2% | +46.5% |
| 5Y | +37.9% | -49.1% | +87.0% | +40.0% |
| 10Y | +293.8% | +423.1% | -129.3% | +207.9% |
| All | +293.8% | +421.6% | -127.8% | +207.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling