+257.0%
DXCM vs JHX
+106.3%
+150.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -2.0% |
| 7D | -5.5% | -6.3% | +0.8% | -4.1% |
| 30D | -8.6% | -7.7% | -0.8% | -6.9% |
| 3M | +10.3% | +19.2% | -8.8% | +5.3% |
| 6M | +25.2% | +38.3% | -13.1% | +14.5% |
| YTD | +25.1% | +37.2% | -12.1% | +14.2% |
| 1Y | +9.2% | +42.3% | -33.0% | -1.6% |
| 3Y | -22.6% | -4.4% | -18.2% | -29.7% |
| 5Y | -39.5% | -26.4% | -13.2% | -42.1% |
| All | +257.0% | +106.3% | +150.7% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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