+80.0%
JNJ vs DXCM
-38.1%
+118.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -2.1% |
| 7D | -0.8% | -6.2% | +5.5% | -0.6% |
| 30D | +4.3% | -0.3% | +4.6% | +4.3% |
| 3M | +16.5% | +10.3% | +6.2% | +16.0% |
| 6M | +13.1% | +24.1% | -11.0% | +12.3% |
| YTD | +32.1% | +27.4% | +4.8% | +31.0% |
| 1Y | +54.5% | +8.4% | +46.1% | +53.7% |
| 3Y | +82.5% | -19.0% | +101.5% | +81.5% |
| 5Y | +80.0% | -38.6% | +118.6% | +74.6% |
| All | +80.0% | -38.1% | +118.1% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling