+2,675.6%
UNP vs DXCM
+2,529.5%
+146.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.0% | +3.4% | -1.8% |
| 7D | -4.6% | -3.5% | -1.1% | -4.1% |
| 30D | +5.6% | -5.8% | +11.4% | +6.4% |
| 3M | -1.3% | -4.3% | +3.0% | -0.9% |
| 6M | +9.2% | +31.6% | -22.3% | +4.7% |
| YTD | +27.3% | +19.6% | +7.7% | +23.3% |
| 1Y | +35.9% | +36.9% | -1.0% | +29.1% |
| 3Y | +45.5% | -16.3% | +61.7% | +41.8% |
| 5Y | +36.0% | -50.0% | +86.0% | +38.4% |
| 10Y | +307.2% | +413.2% | -106.0% | +179.9% |
| All | +2,675.6% | +2,529.5% | +146.1% | +1,117.7% |
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