+103.4%
AMGN vs SONY
+9.6%
+93.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.6% |
| 7D | -13.7% | -2.7% | -11.0% | -13.2% |
| 30D | -8.8% | +1.5% | -10.3% | -9.0% |
| 3M | +7.2% | +13.0% | -5.8% | +4.9% |
| 6M | +1.3% | +11.2% | -9.9% | -0.9% |
| YTD | +17.6% | -6.6% | +24.3% | +18.4% |
| 1Y | +37.2% | -18.1% | +55.3% | +40.9% |
| 3Y | +57.7% | +42.1% | +15.7% | +46.3% |
| All | +103.4% | +9.6% | +93.8% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling