-39.3%
DXCM vs SONY
+9.8%
-49.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -6.5% | -4.9% | -1.6% | -4.4% |
| 30D | -4.3% | -1.6% | -2.7% | -3.7% |
| 3M | +7.3% | +10.0% | -2.7% | +2.7% |
| 6M | +22.0% | +8.4% | +13.6% | +17.0% |
| YTD | +26.4% | -8.4% | +34.8% | +30.3% |
| 1Y | +7.0% | -18.4% | +25.3% | +15.9% |
| 3Y | -19.6% | +41.0% | -60.6% | -34.6% |
| 5Y | -39.3% | +9.3% | -48.6% | -41.9% |
| All | -39.3% | +9.8% | -49.1% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling