-21.2%
DXCM vs JHX
-5.4%
-15.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +1.0% |
| 7D | -5.8% | -4.9% | -0.9% | -5.3% |
| 30D | -5.6% | -9.3% | +3.7% | -4.6% |
| 3M | +13.0% | +28.1% | -15.1% | +9.9% |
| 6M | +24.7% | +35.2% | -10.5% | +20.1% |
| YTD | +27.3% | +35.9% | -8.5% | +22.6% |
| 1Y | +11.2% | +42.5% | -31.3% | +6.5% |
| All | -21.2% | -5.4% | -15.8% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling