+21.4%
JPM vs DXCM
+8.1%
+13.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -0.4% | -6.5% | +6.1% | -0.1% |
| 30D | -1.4% | -4.3% | +2.9% | -1.2% |
| 3M | +13.9% | +7.3% | +6.7% | +13.7% |
| 6M | +23.5% | +22.0% | +1.5% | +21.1% |
| YTD | +11.6% | +26.4% | -14.7% | +9.7% |
| 1Y | +21.4% | +7.0% | +14.4% | +18.5% |
| All | +21.4% | +8.1% | +13.3% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling