+404.2%
DXCM vs JD
+31.9%
+372.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -6.3% |
| 7D | -3.5% | +13.4% | -16.9% | -6.0% |
| 30D | -5.8% | +7.7% | -13.5% | -7.2% |
| 3M | -4.3% | -11.3% | +6.9% | -2.2% |
| 6M | +31.6% | -5.1% | +36.7% | +32.4% |
| YTD | +19.6% | +5.0% | +14.6% | +17.6% |
| 1Y | +36.9% | -5.6% | +42.5% | +37.5% |
| 3Y | -16.3% | +17.8% | -34.0% | -24.0% |
| 5Y | -50.0% | -57.2% | +7.2% | -45.8% |
| All | +404.2% | +31.9% | +372.2% | +290.7% |
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