+411.2%
DXCM vs JCI
+298.2%
+113.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.3% |
| 7D | -3.7% | -5.9% | +2.2% | -2.1% |
| 30D | -5.0% | -10.4% | +5.4% | -2.3% |
| 3M | -8.8% | -6.1% | -2.7% | -8.0% |
| 6M | +31.9% | +1.7% | +30.1% | +28.2% |
| YTD | +20.4% | +18.9% | +1.5% | +10.1% |
| 1Y | +45.7% | +16.1% | +29.6% | +34.3% |
| 3Y | -15.0% | +187.8% | -202.8% | -46.2% |
| 5Y | -48.5% | +103.2% | -151.7% | -63.6% |
| 10Y | +411.2% | +288.2% | +123.0% | +162.0% |
| All | +411.2% | +298.2% | +113.0% | +162.0% |
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