+5,194.5%
BDX vs SONY
+514.2%
+4,680.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -3.6% | -4.9% | +1.4% | -2.7% |
| 30D | +0.7% | -1.6% | +2.3% | +0.9% |
| 3M | +19.0% | +10.0% | +9.0% | +17.1% |
| 6M | +10.8% | +8.4% | +2.4% | +8.9% |
| YTD | +20.1% | -8.4% | +28.6% | +21.3% |
| 1Y | +23.1% | -18.4% | +41.4% | +26.4% |
| 3Y | -8.8% | +41.0% | -49.8% | -15.0% |
| 5Y | -1.4% | +9.3% | -10.7% | -5.5% |
| 10Y | +60.5% | +281.7% | -221.2% | +24.1% |
| All | +5,194.5% | +514.2% | +4,680.3% | +2,917.2% |
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 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