+152.8%
JPM vs DXCM
-38.1%
+190.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.0% |
| 7D | -0.4% | -6.2% | +5.8% | +0.3% |
| 30D | -1.1% | -0.3% | -0.9% | -1.1% |
| 3M | +14.1% | +10.3% | +3.8% | +12.7% |
| 6M | +23.3% | +24.1% | -0.8% | +19.9% |
| YTD | +11.3% | +27.4% | -16.1% | +7.8% |
| 1Y | +23.0% | +8.4% | +14.6% | +20.9% |
| 3Y | +162.6% | -19.0% | +181.5% | +156.8% |
| 5Y | +152.8% | -38.6% | +191.3% | +138.8% |
| All | +152.8% | -38.1% | +190.8% | +138.8% |
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 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