+54,805.5%
AMGN vs SONY
+516.6%
+54,288.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.2% | -5.9% | -9.1% |
| 7D | -10.3% | -5.2% | -5.1% | -9.1% |
| 30D | -3.8% | +0.3% | -4.1% | -3.8% |
| 3M | +14.4% | +6.2% | +8.2% | +12.6% |
| 6M | +7.8% | +9.5% | -1.7% | +5.1% |
| YTD | +22.6% | -8.1% | +30.7% | +24.3% |
| 1Y | +44.2% | -17.9% | +62.1% | +49.8% |
| 3Y | +65.8% | +41.5% | +24.3% | +49.0% |
| 5Y | +108.0% | +11.8% | +96.1% | +93.8% |
| 10Y | +209.9% | +275.4% | -65.5% | +110.6% |
| All | +54,805.5% | +516.6% | +54,288.9% | +29,581.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling