+2,673.1%
DXCM vs SONY
+308.2%
+2,364.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -3.6% | -3.2% | -0.4% | -2.3% |
| 30D | -4.3% | +9.6% | -13.9% | -8.0% |
| 3M | -10.4% | +13.3% | -23.6% | -15.1% |
| 6M | +33.1% | +20.3% | +12.8% | +22.9% |
| YTD | +22.6% | +4.1% | +18.5% | +19.1% |
| 1Y | +36.5% | -11.9% | +48.4% | +41.5% |
| 3Y | -13.5% | +56.6% | -70.1% | -30.4% |
| 5Y | -49.6% | +10.9% | -60.6% | -54.0% |
| 10Y | +399.5% | +366.6% | +32.8% | +149.1% |
| All | +2,673.1% | +308.2% | +2,364.9% | +1,105.0% |
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