+18.9%
BX vs SONY
+11.0%
+7.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | -5.7% | -4.9% | -0.8% | -5.6% |
| 30D | -8.9% | -1.6% | -7.3% | -8.8% |
| 3M | +8.4% | +10.0% | -1.6% | +8.1% |
| 6M | +18.9% | +8.4% | +10.5% | +17.5% |
| All | +18.9% | +11.0% | +7.9% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling