+2,637.5%
DXCM vs SONY
+305.6%
+2,331.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.9% |
| 7D | -9.2% | +2.1% | -11.3% | -10.1% |
| 30D | -6.5% | +9.2% | -15.7% | -9.9% |
| 3M | -10.3% | +12.2% | -22.5% | -14.7% |
| 6M | +35.4% | +24.4% | +11.0% | +23.4% |
| YTD | +21.1% | +3.5% | +17.6% | +17.9% |
| 1Y | +38.2% | -9.2% | +47.4% | +41.5% |
| 3Y | -14.6% | +55.6% | -70.2% | -31.1% |
| 5Y | -49.6% | +12.0% | -61.5% | -54.1% |
| 10Y | +393.1% | +363.7% | +29.4% | +146.5% |
| All | +2,637.5% | +305.6% | +2,331.9% | +1,092.6% |
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