-12.3%
DXCM vs JCI
+189.7%
-202.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.8% | -2.7% | +1.5% |
| 7D | -4.4% | -3.4% | -0.9% | -4.1% |
| 30D | -3.6% | -10.1% | +6.5% | -2.5% |
| 3M | -4.3% | -6.8% | +2.4% | -3.9% |
| 6M | +33.8% | +2.0% | +31.8% | +31.3% |
| YTD | +22.1% | +19.2% | +3.0% | +15.2% |
| 1Y | +47.4% | +16.7% | +30.7% | +39.7% |
| 3Y | -12.3% | +194.3% | -206.6% | -29.4% |
| All | -12.3% | +189.7% | -202.0% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling