+1,727.5%
JPM vs DXCM
+2,810.6%
-1,083.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | +0.3% | -3.2% | +3.5% | +0.9% |
| 30D | -0.2% | +6.3% | -6.5% | -1.4% |
| 3M | +15.9% | +21.1% | -5.2% | +11.1% |
| 6M | +20.9% | +20.6% | +0.4% | +15.8% |
| YTD | +12.9% | +32.4% | -19.6% | +6.0% |
| 1Y | +20.3% | +8.8% | +11.5% | +16.4% |
| 3Y | +160.9% | -13.7% | +174.7% | +149.2% |
| 5Y | +154.8% | -35.2% | +190.0% | +147.9% |
| 10Y | +591.1% | +281.8% | +309.3% | +305.3% |
| All | +1,727.5% | +2,810.6% | -1,083.1% | +331.9% |
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