+2,894.9%
DXCM vs JBLU
-65.3%
+2,960.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.1% |
| 7D | -3.2% | -3.5% | +0.3% | -2.5% |
| 30D | +6.3% | -27.2% | +33.5% | +13.6% |
| 3M | +21.1% | -4.3% | +25.4% | +20.9% |
| 6M | +20.6% | -8.3% | +28.9% | +19.7% |
| YTD | +32.4% | +1.8% | +30.7% | +27.2% |
| 1Y | +8.8% | -9.0% | +17.9% | +6.4% |
| 3Y | -13.7% | -21.9% | +8.2% | -23.4% |
| 5Y | -35.2% | -69.0% | +33.8% | -29.8% |
| 10Y | +281.8% | -70.8% | +352.6% | +257.0% |
| All | +2,894.9% | -65.3% | +2,960.2% | +1,820.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling