+270.1%
DXCM vs JD
+21.4%
+248.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.4% |
| 7D | -3.2% | -1.7% | -1.5% | -2.9% |
| 30D | +6.3% | -13.2% | +19.5% | +9.3% |
| 3M | +21.1% | -3.2% | +24.3% | +21.8% |
| 6M | +20.6% | +15.2% | +5.3% | +16.3% |
| YTD | +32.4% | +2.0% | +30.5% | +30.9% |
| 1Y | +8.8% | -5.4% | +14.2% | +8.9% |
| 3Y | -13.7% | -9.1% | -4.6% | -17.2% |
| 5Y | -35.2% | -59.6% | +24.4% | -29.1% |
| All | +270.1% | +21.4% | +248.7% | +169.3% |
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