-6.5%
IBM vs SONY
-18.6%
+12.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -0.3% | -5.8% | +5.5% | +1.3% |
| 30D | -1.8% | -0.4% | -1.5% | -1.9% |
| 3M | -13.5% | +13.3% | -26.8% | -17.0% |
| 6M | -5.1% | +8.5% | -13.6% | -7.8% |
| YTD | -19.4% | -8.1% | -11.3% | -16.2% |
| 1Y | -6.5% | -17.9% | +11.4% | +2.8% |
| All | -6.5% | -18.6% | +12.0% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling