+23.9%
BMY vs SONY
+8.8%
+15.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.0% |
| 7D | -6.4% | -5.8% | -0.6% | -6.0% |
| 30D | +0.2% | -0.4% | +0.6% | +0.2% |
| 3M | +16.0% | +13.3% | +2.7% | +15.0% |
| 6M | +8.3% | +8.5% | -0.2% | +7.6% |
| YTD | +22.2% | -8.1% | +30.3% | +22.3% |
| 1Y | +41.7% | -17.9% | +59.6% | +42.7% |
| 3Y | +20.7% | +41.4% | -20.7% | +17.1% |
| 5Y | +23.9% | +9.3% | +14.7% | +19.3% |
| All | +23.9% | +8.8% | +15.1% | +19.3% |
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