-17.2%
DXCM vs JBL
+104.6%
-121.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -3.6% | +10.0% | -13.6% | -4.8% |
| 30D | -4.3% | -18.2% | +13.9% | -2.0% |
| 3M | -10.4% | -29.0% | +18.6% | -6.5% |
| 6M | +33.1% | -25.9% | +59.0% | +36.8% |
| YTD | +22.6% | +14.1% | +8.5% | +14.2% |
| 1Y | +36.5% | +21.7% | +14.9% | +25.2% |
| All | -17.2% | +104.6% | -121.9% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling