+260.9%
DXCM vs JCI
+323.6%
-62.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -6.5% | +4.1% | -10.5% | -7.7% |
| 30D | -4.3% | -3.8% | -0.5% | -3.2% |
| 3M | +7.3% | -1.6% | +8.9% | +7.2% |
| 6M | +22.0% | +9.5% | +12.5% | +16.7% |
| YTD | +26.4% | +21.7% | +4.7% | +16.0% |
| 1Y | +7.0% | +37.1% | -30.2% | -6.5% |
| 3Y | -19.6% | +165.2% | -184.8% | -46.6% |
| 5Y | -39.3% | +110.3% | -149.6% | -57.1% |
| 10Y | +260.9% | +341.0% | -80.1% | +86.1% |
| All | +260.9% | +323.6% | -62.6% | +86.1% |
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