-19.0%
DXCM vs SONY
+41.5%
-60.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -2.5% |
| 7D | -6.2% | -5.2% | -1.1% | -4.6% |
| 30D | -0.3% | +0.3% | -0.6% | -0.4% |
| 3M | +10.3% | +6.2% | +4.1% | +7.9% |
| 6M | +24.1% | +9.5% | +14.6% | +20.0% |
| YTD | +27.4% | -8.1% | +35.4% | +29.8% |
| 1Y | +8.4% | -17.9% | +26.3% | +14.4% |
| 3Y | -19.0% | +41.5% | -60.5% | -21.5% |
| All | -19.0% | +41.5% | -60.4% | -21.5% |
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