+257.0%
DXCM vs JBL
+1,558.3%
-1,301.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.0% | -6.8% | -3.2% |
| 7D | -5.5% | +2.4% | -8.0% | -6.3% |
| 30D | -8.6% | -13.1% | +4.6% | -5.1% |
| 3M | +10.3% | -15.6% | +25.9% | +14.4% |
| 6M | +25.2% | +24.6% | +0.6% | +13.3% |
| YTD | +25.1% | +39.6% | -14.5% | +8.4% |
| 1Y | +9.2% | +48.6% | -39.4% | -8.2% |
| 3Y | -22.6% | +197.3% | -219.9% | -51.4% |
| 5Y | -39.5% | +413.0% | -452.5% | -69.7% |
| All | +257.0% | +1,558.3% | -1,301.4% | +16.3% |
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