+1,651.7%
JPM vs DXCM
+2,546.4%
-894.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +1.2% | -3.7% | +4.9% | +1.9% |
| 30D | +2.7% | -5.0% | +7.7% | +3.6% |
| 3M | -4.5% | -8.8% | +4.4% | -3.0% |
| 6M | +14.3% | +31.9% | -17.6% | +7.5% |
| YTD | +8.2% | +20.4% | -12.2% | +3.2% |
| 1Y | +10.0% | +45.7% | -35.7% | +1.2% |
| 3Y | +149.0% | -15.0% | +164.0% | +139.4% |
| 5Y | +131.0% | -48.5% | +179.5% | +135.2% |
| 10Y | +479.1% | +411.2% | +67.8% | +217.1% |
| All | +1,651.7% | +2,546.4% | -894.6% | +320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling