-53.1%
FISV vs SONY
+9.6%
-62.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +4.9% |
| 7D | -2.7% | -2.7% | 0.0% | -1.8% |
| 30D | 0.0% | +1.5% | -1.5% | -0.4% |
| 3M | -2.8% | +13.0% | -15.8% | -6.4% |
| 6M | -11.8% | +11.2% | -23.0% | -15.1% |
| YTD | -23.2% | -6.6% | -16.6% | -22.1% |
| 1Y | -62.0% | -18.1% | -43.9% | -59.6% |
| 3Y | -57.6% | +42.1% | -99.7% | -63.3% |
| All | -53.1% | +9.6% | -62.8% | -56.9% |
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