+86.7%
ABBV vs SONY
+39.5%
+47.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -4.1% | -4.9% | +0.8% | -3.5% |
| 30D | +1.2% | -1.6% | +2.8% | +1.4% |
| 3M | +12.1% | +10.0% | +2.1% | +10.6% |
| 6M | +12.0% | +8.4% | +3.6% | +10.4% |
| YTD | +12.4% | -8.4% | +20.8% | +13.7% |
| 1Y | +22.9% | -18.4% | +41.3% | +26.5% |
| All | +86.7% | +39.5% | +47.2% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling