+45.7%
DXCM vs JD
-6.9%
+52.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -3.7% | +5.2% | -8.9% | -4.9% |
| 30D | -5.0% | +4.5% | -9.5% | -6.1% |
| 3M | -8.8% | -15.4% | +6.6% | -6.8% |
| 6M | +31.9% | -6.0% | +37.9% | +31.2% |
| YTD | +20.4% | +2.2% | +18.3% | +21.7% |
| 1Y | +45.7% | -6.7% | +52.4% | +58.8% |
| All | +45.7% | -6.9% | +52.6% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling