+105.9%
CSCO vs SONY
+11.5%
+94.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +6.6% | -3.2% | +9.8% | +7.3% |
| 30D | -11.3% | +9.6% | -20.9% | -13.4% |
| 3M | -17.3% | +13.3% | -30.6% | -20.0% |
| 6M | +3.5% | +20.3% | -16.8% | -1.6% |
| YTD | +34.9% | +4.1% | +30.7% | +32.7% |
| 1Y | +40.5% | -11.9% | +52.4% | +44.6% |
| 3Y | +109.3% | +56.6% | +52.7% | +80.0% |
| 5Y | +105.9% | +10.9% | +94.9% | +85.4% |
| All | +105.9% | +11.5% | +94.4% | +85.4% |
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