+2,777.7%
DXCM vs JBHT
+1,209.0%
+1,568.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -1.0% | -3.0% |
| 7D | +5.7% | -1.4% | +7.0% | +6.4% |
| 30D | +1.3% | -3.1% | +4.4% | +2.5% |
| 3M | +2.2% | -19.5% | +21.7% | +11.2% |
| 6M | +42.0% | -9.6% | +51.6% | +45.8% |
| YTD | +27.3% | +13.3% | +13.9% | +17.2% |
| 1Y | +42.5% | +29.7% | +12.8% | +23.2% |
| 3Y | -13.3% | +28.3% | -41.6% | -28.1% |
| 5Y | -46.8% | +18.5% | -65.3% | -55.5% |
| 10Y | +445.8% | +198.1% | +247.7% | +162.1% |
| All | +2,777.7% | +1,209.0% | +1,568.6% | +548.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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