-19.3%
DXCM vs SOUN
-60.0%
+40.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +2.5% |
| 7D | +4.9% | -15.1% | +20.0% | +5.4% |
| 30D | -0.2% | -23.0% | +22.8% | +0.5% |
| 3M | -8.9% | -53.3% | +44.4% | -7.1% |
| 6M | +42.3% | -58.6% | +100.8% | +45.4% |
| YTD | +25.6% | -65.0% | +90.5% | +28.5% |
| 1Y | +39.5% | -71.4% | +111.0% | +43.5% |
| 3Y | -15.3% | +75.4% | -90.6% | -18.9% |
| All | -19.3% | -60.0% | +40.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 10y: compounded portfolio wealth divided by compounded SOUN 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…
10y analysis · Full analysis span regression · 6 months rolling