-19.0%
DXCM vs JBL
+189.9%
-208.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.9% |
| 7D | -6.2% | +4.4% | -10.6% | -6.9% |
| 30D | -0.3% | -8.4% | +8.2% | +0.9% |
| 3M | +10.3% | -14.2% | +24.5% | +12.3% |
| 6M | +24.1% | +29.6% | -5.5% | +15.1% |
| YTD | +27.4% | +37.1% | -9.7% | +16.4% |
| 1Y | +8.4% | +49.5% | -41.1% | -3.5% |
| 3Y | -19.0% | +192.7% | -211.7% | -40.0% |
| All | -19.0% | +189.9% | -208.9% | -40.0% |
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