-22.6%
DXCM vs SOUN
-55.6%
+33.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -1.3% |
| 7D | -3.7% | -6.1% | +2.4% | -3.5% |
| 30D | -5.0% | -28.2% | +23.2% | -4.1% |
| 3M | -8.8% | -48.1% | +39.3% | -7.2% |
| 6M | +31.9% | -56.4% | +88.3% | +34.6% |
| YTD | +20.4% | -61.2% | +81.6% | +22.9% |
| 1Y | +45.7% | -73.1% | +118.9% | +50.0% |
| 3Y | -15.0% | +116.2% | -131.2% | -19.1% |
| All | -22.6% | -55.6% | +33.0% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling