+373.3%
DXCM vs JBL
+1,176.2%
-803.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -3.6% | +10.0% | -13.6% | -6.2% |
| 30D | -4.3% | -18.2% | +13.9% | +0.7% |
| 3M | -10.4% | -29.0% | +18.6% | -2.6% |
| 6M | +33.1% | -25.9% | +59.0% | +40.8% |
| YTD | +22.6% | +14.1% | +8.5% | +11.4% |
| 1Y | +36.5% | +21.7% | +14.9% | +21.2% |
| 3Y | -13.5% | +103.8% | -117.3% | -38.6% |
| 5Y | -49.6% | +310.0% | -359.7% | -73.2% |
| All | +373.3% | +1,176.2% | -803.0% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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