+1,690.2%
BMY vs SONY
+516.6%
+1,173.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -2.4% |
| 7D | -3.3% | -5.2% | +1.8% | -2.4% |
| 30D | 0.0% | +0.3% | -0.3% | -0.1% |
| 3M | +17.7% | +6.2% | +11.5% | +16.2% |
| 6M | +9.6% | +9.5% | +0.1% | +7.4% |
| YTD | +24.0% | -8.1% | +32.1% | +25.1% |
| 1Y | +45.1% | -17.9% | +63.0% | +49.1% |
| 3Y | +22.5% | +41.5% | -19.0% | +12.1% |
| 5Y | +22.3% | +11.8% | +10.5% | +15.0% |
| 10Y | +62.0% | +275.4% | -213.4% | +17.9% |
| All | +1,690.2% | +516.6% | +1,173.6% | +916.2% |
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