-1.9%
BDX vs SONY
+9.6%
-11.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -3.2% | -2.7% | -0.5% | -2.7% |
| 30D | -2.5% | +1.5% | -4.1% | -2.8% |
| 3M | +21.4% | +13.0% | +8.4% | +18.8% |
| 6M | +10.4% | +11.2% | -0.8% | +8.0% |
| YTD | +18.8% | -6.6% | +25.5% | +19.9% |
| 1Y | +21.7% | -18.1% | +39.8% | +25.6% |
| 3Y | -10.0% | +42.1% | -52.0% | -15.6% |
| All | -1.9% | +9.6% | -11.6% | -10.5% |
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