+124.0%
JPM vs DXCM
-50.2%
+174.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.1% | -0.2% |
| 7D | -0.8% | -3.5% | +2.7% | -0.4% |
| 30D | +1.5% | -5.8% | +7.3% | +2.1% |
| 3M | -5.7% | -4.3% | -1.3% | -5.3% |
| 6M | +7.2% | +31.6% | -24.3% | +3.5% |
| YTD | +5.8% | +19.6% | -13.8% | +3.1% |
| 1Y | +8.8% | +36.9% | -28.1% | +4.4% |
| 3Y | +147.4% | -16.3% | +163.7% | +140.1% |
| All | +124.0% | -50.2% | +174.2% | +116.5% |
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 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