+263.3%
DXCM vs JBLU
-72.5%
+335.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -5.8% | -4.8% | -1.0% | -5.2% |
| 30D | -5.6% | -24.4% | +18.8% | -2.2% |
| 3M | +13.0% | -4.8% | +17.8% | +13.0% |
| 6M | +24.7% | -0.5% | +25.1% | +22.9% |
| YTD | +27.3% | -3.5% | +30.8% | +25.4% |
| 1Y | +11.2% | -13.6% | +24.8% | +10.7% |
| 3Y | -19.0% | -15.3% | -3.8% | -24.8% |
| 5Y | -38.5% | -70.1% | +31.6% | -35.0% |
| All | +263.3% | -72.5% | +335.8% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 10y: compounded portfolio wealth divided by compounded JBLU 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…
10y analysis · Full analysis span regression · 6 months rolling