+393.1%
DXCM vs JD
+31.1%
+362.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.9% |
| 7D | -9.2% | +0.4% | -9.6% | -9.4% |
| 30D | -6.5% | +4.2% | -10.7% | -7.3% |
| 3M | -10.3% | -12.8% | +2.5% | -7.9% |
| 6M | +35.4% | -8.8% | +44.2% | +37.4% |
| YTD | +21.1% | +0.5% | +20.6% | +20.0% |
| 1Y | +38.2% | -8.8% | +47.0% | +39.8% |
| 3Y | -14.6% | +18.6% | -33.1% | -22.7% |
| 5Y | -49.6% | -62.2% | +12.7% | -43.6% |
| 10Y | +393.1% | +32.2% | +360.8% | +279.9% |
| All | +393.1% | +31.1% | +362.0% | +279.9% |
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