+82.5%
JNJ vs DXCM
-19.4%
+102.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -2.2% |
| 7D | -0.8% | -6.2% | +5.5% | -0.7% |
| 30D | +4.3% | -0.3% | +4.6% | +4.3% |
| 3M | +16.5% | +10.3% | +6.2% | +16.3% |
| 6M | +13.1% | +24.1% | -11.0% | +12.9% |
| YTD | +32.1% | +27.4% | +4.8% | +31.9% |
| 1Y | +54.5% | +8.4% | +46.1% | +54.1% |
| 3Y | +82.5% | -19.0% | +101.5% | +83.7% |
| All | +82.5% | -19.4% | +102.0% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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