-15.3%
DXCM vs SONY
+63.5%
-78.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +1.9% |
| 7D | +4.9% | +0.3% | +4.7% | +4.9% |
| 30D | -0.2% | +11.1% | -11.3% | -3.8% |
| 3M | -8.9% | +14.7% | -23.6% | -13.3% |
| 6M | +42.3% | +18.8% | +23.5% | +33.3% |
| YTD | +25.6% | +5.7% | +19.8% | +22.0% |
| 1Y | +39.5% | -8.1% | +47.6% | +42.3% |
| 3Y | -15.3% | +64.0% | -79.3% | -19.5% |
| All | -15.3% | +63.5% | -78.8% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling