+107.7%
JNJ vs DXCM
-14.6%
+122.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +5.5% | -3.7% | +9.2% | +5.6% |
| 30D | +7.4% | -5.0% | +12.4% | +7.5% |
| 3M | +7.8% | -8.8% | +16.6% | +7.9% |
| 6M | +28.2% | +31.9% | -3.6% | +27.9% |
| YTD | +37.9% | +20.4% | +17.4% | +37.6% |
| 1Y | +52.4% | +45.7% | +6.7% | +51.8% |
| 3Y | +107.7% | -15.0% | +122.7% | +102.8% |
| All | +107.7% | -14.6% | +122.3% | +102.8% |
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