+423.1%
DXCM vs JCI
+303.0%
+120.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.8% | -2.7% | +0.6% |
| 7D | -4.4% | -3.4% | -0.9% | -3.6% |
| 30D | -3.6% | -10.1% | +6.5% | -1.0% |
| 3M | -4.3% | -6.8% | +2.4% | -3.3% |
| 6M | +33.8% | +2.0% | +31.8% | +29.9% |
| YTD | +22.1% | +19.2% | +3.0% | +11.6% |
| 1Y | +47.4% | +16.7% | +30.7% | +35.6% |
| 3Y | -12.3% | +194.3% | -206.6% | -44.9% |
| 5Y | -49.1% | +103.0% | -152.1% | -64.0% |
| 10Y | +423.1% | +301.7% | +121.4% | +174.7% |
| All | +423.1% | +303.0% | +120.1% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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