-38.5%
DXCM vs JBL
+390.6%
-429.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +1.5% |
| 7D | -5.8% | -1.0% | -4.8% | -5.6% |
| 30D | -5.6% | -15.1% | +9.5% | -1.7% |
| 3M | +13.0% | -14.0% | +27.1% | +16.1% |
| 6M | +24.7% | +20.6% | +4.0% | +13.5% |
| YTD | +27.3% | +32.9% | -5.6% | +11.6% |
| 1Y | +11.2% | +40.5% | -29.3% | -5.5% |
| 3Y | -19.0% | +183.7% | -202.8% | -51.2% |
| 5Y | -38.5% | +388.3% | -426.8% | -74.5% |
| All | -38.5% | +390.6% | -429.1% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling