+875.2%
BAX vs SONY
+609.3%
+265.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | 0.0% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +4.1% | +11.1% | -7.1% | +2.1% |
| 3M | -4.5% | +14.7% | -19.2% | -6.9% |
| 6M | +49.2% | +18.8% | +30.5% | +44.3% |
| YTD | +35.2% | +5.7% | +29.5% | +33.1% |
| 1Y | +38.3% | -8.1% | +46.3% | +39.4% |
| 3Y | -19.0% | +64.0% | -83.0% | -26.9% |
| 5Y | -64.2% | +12.6% | -76.8% | -65.9% |
| 10Y | -35.7% | +373.8% | -409.5% | -52.9% |
| All | +875.2% | +609.3% | +265.8% | +419.8% |
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