+504.9%
ABBV vs SONY
+293.1%
+211.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | +0.3% | -2.7% | +2.9% | +0.8% |
| 30D | +3.4% | +1.5% | +1.8% | +3.0% |
| 3M | +15.2% | +13.0% | +2.2% | +12.1% |
| 6M | +14.7% | +11.2% | +3.5% | +11.6% |
| YTD | +15.2% | -6.6% | +21.8% | +16.2% |
| 1Y | +20.4% | -18.1% | +38.5% | +24.6% |
| 3Y | +91.3% | +42.1% | +49.3% | +72.4% |
| 5Y | +189.6% | +11.0% | +178.5% | +171.0% |
| All | +504.9% | +293.1% | +211.8% | +325.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling