+2,894.9%
DXCM vs JCI
+323.5%
+2,571.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.9% |
| 7D | -3.2% | +3.8% | -7.0% | -4.8% |
| 30D | +6.3% | -5.7% | +12.0% | +8.8% |
| 3M | +21.1% | -1.4% | +22.5% | +20.7% |
| 6M | +20.6% | +4.1% | +16.4% | +16.5% |
| YTD | +32.4% | +21.7% | +10.7% | +18.5% |
| 1Y | +8.8% | +36.1% | -27.3% | -8.1% |
| 3Y | -13.7% | +154.4% | -168.2% | -47.5% |
| 5Y | -35.2% | +112.0% | -147.2% | -57.5% |
| 10Y | +281.8% | +322.2% | -40.4% | +68.4% |
| All | +2,894.9% | +323.5% | +2,571.4% | +556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling