-19.0%
DXCM vs SOUN
+177.2%
-196.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.7% |
| 7D | -6.2% | -4.1% | -2.1% | -6.1% |
| 30D | -0.3% | -18.1% | +17.8% | +0.4% |
| 3M | +10.3% | -12.3% | +22.6% | +10.7% |
| 6M | +24.1% | -18.6% | +42.7% | +24.6% |
| YTD | +27.4% | -34.1% | +61.5% | +28.4% |
| 1Y | +8.4% | -57.0% | +65.4% | +10.3% |
| 3Y | -19.0% | +185.7% | -204.6% | -27.5% |
| All | -19.0% | +177.2% | -196.2% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling