+2,637.6%
DXCM vs JBL
+1,096.7%
+1,541.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.7% |
| 7D | -9.2% | +0.1% | -9.3% | -9.3% |
| 30D | -6.5% | -17.0% | +10.5% | -1.1% |
| 3M | -10.3% | -27.4% | +17.1% | -1.7% |
| 6M | +35.4% | -29.1% | +64.5% | +46.9% |
| YTD | +21.1% | +13.6% | +7.4% | +9.5% |
| 1Y | +38.2% | +22.8% | +15.4% | +21.3% |
| 3Y | -14.6% | +103.0% | -117.6% | -40.8% |
| 5Y | -49.6% | +307.4% | -356.9% | -73.5% |
| 10Y | +393.1% | +1,173.9% | -780.8% | +55.9% |
| All | +2,637.6% | +1,096.7% | +1,541.0% | +545.5% |
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 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