+2,757.9%
DXCM vs JHX
+867.8%
+1,890.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.1% |
| 7D | -6.5% | +1.6% | -8.1% | -6.9% |
| 30D | -4.3% | -5.0% | +0.7% | -3.0% |
| 3M | +7.3% | +24.5% | -17.2% | +0.3% |
| 6M | +22.0% | +34.9% | -12.9% | +10.7% |
| YTD | +26.4% | +39.3% | -12.9% | +13.1% |
| 1Y | +7.0% | +48.6% | -41.6% | -6.5% |
| 3Y | -19.6% | -2.0% | -17.6% | -28.1% |
| 5Y | -39.3% | -24.4% | -14.9% | -42.7% |
| 10Y | +260.9% | +109.4% | +151.5% | +128.1% |
| All | +2,757.9% | +867.8% | +1,890.2% | +663.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling