+2,894.9%
DXCM vs SONY
+276.0%
+2,618.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.4% |
| 7D | -3.2% | -1.2% | -2.0% | -2.8% |
| 30D | +6.3% | +9.4% | -3.1% | +2.5% |
| 3M | +21.1% | +10.5% | +10.6% | +16.2% |
| 6M | +20.6% | +11.7% | +8.9% | +14.7% |
| YTD | +32.4% | -4.1% | +36.5% | +33.4% |
| 1Y | +8.8% | -11.8% | +20.6% | +13.0% |
| 3Y | -13.7% | +45.9% | -59.6% | -28.6% |
| 5Y | -35.2% | +16.3% | -51.5% | -41.7% |
| 10Y | +281.8% | +297.6% | -15.8% | +103.0% |
| All | +2,894.9% | +276.0% | +2,618.9% | +1,249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling