+2,894.9%
DXCM vs JBL
+1,335.5%
+1,559.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.5% |
| 7D | -3.2% | +3.0% | -6.2% | -4.2% |
| 30D | +6.3% | -8.3% | +14.6% | +9.0% |
| 3M | +21.1% | -16.9% | +38.0% | +26.7% |
| 6M | +20.6% | +21.8% | -1.2% | +8.9% |
| YTD | +32.4% | +36.3% | -3.9% | +14.2% |
| 1Y | +8.8% | +49.5% | -40.7% | -10.3% |
| 3Y | -13.7% | +170.6% | -184.4% | -45.7% |
| 5Y | -35.2% | +408.4% | -443.6% | -68.1% |
| 10Y | +281.8% | +1,450.4% | -1,168.6% | +14.4% |
| All | +2,894.9% | +1,335.5% | +1,559.3% | +573.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling