+2,670.4%
UNP vs DXCM
+2,810.6%
-140.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.4% |
| 7D | -5.3% | -3.2% | -2.1% | -4.9% |
| 30D | -1.5% | +6.3% | -7.9% | -2.4% |
| 3M | +10.3% | +21.1% | -10.8% | +7.2% |
| 6M | +9.7% | +20.6% | -10.9% | +6.4% |
| YTD | +27.1% | +32.4% | -5.3% | +21.6% |
| 1Y | +32.6% | +8.8% | +23.7% | +29.6% |
| 3Y | +40.0% | -13.7% | +53.7% | +35.6% |
| 5Y | +50.8% | -35.2% | +86.0% | +48.1% |
| 10Y | +278.6% | +281.8% | -3.2% | +171.0% |
| All | +2,670.4% | +2,810.6% | -140.2% | +1,100.9% |
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 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