+423.1%
DXCM vs JD
+31.7%
+391.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.6% |
| 7D | -4.4% | +7.9% | -12.3% | -5.9% |
| 30D | -3.6% | +4.8% | -8.4% | -4.6% |
| 3M | -4.3% | -13.9% | +9.6% | -1.6% |
| 6M | +33.8% | -5.8% | +39.6% | +34.8% |
| YTD | +22.1% | +2.4% | +19.7% | +20.6% |
| 1Y | +47.4% | -7.5% | +54.9% | +48.7% |
| 3Y | -12.3% | +20.9% | -33.1% | -20.9% |
| 5Y | -49.1% | -58.0% | +8.9% | -44.6% |
| 10Y | +423.1% | +28.9% | +394.2% | +310.0% |
| All | +423.1% | +31.7% | +391.4% | +310.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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