+15,251.3%
BN vs SONY
+543.6%
+14,707.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -2.5% | -1.2% | -1.3% | -2.1% |
| 30D | -9.5% | +9.4% | -18.9% | -12.0% |
| 3M | -10.4% | +10.5% | -20.9% | -13.4% |
| 6M | -6.4% | +11.7% | -18.0% | -10.1% |
| YTD | -11.9% | -4.1% | -7.8% | -11.6% |
| 1Y | -8.6% | -11.8% | +3.2% | -6.2% |
| 3Y | +77.6% | +45.9% | +31.7% | +55.6% |
| 5Y | +37.0% | +16.3% | +20.7% | +28.0% |
| 10Y | +266.4% | +297.6% | -31.2% | +142.4% |
| All | +15,251.3% | +543.6% | +14,707.8% | +7,108.6% |
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