+257.0%
DXCM vs SONY
+293.1%
-36.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.4% |
| 7D | -5.5% | -2.7% | -2.9% | -4.5% |
| 30D | -8.6% | +1.5% | -10.1% | -9.2% |
| 3M | +10.3% | +13.0% | -2.7% | +4.7% |
| 6M | +25.2% | +11.2% | +14.0% | +19.1% |
| YTD | +25.1% | -6.6% | +31.7% | +27.5% |
| 1Y | +9.2% | -18.1% | +27.4% | +17.4% |
| 3Y | -22.6% | +42.1% | -64.7% | -35.9% |
| 5Y | -39.5% | +11.0% | -50.6% | -45.0% |
| All | +257.0% | +293.1% | -36.1% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling