+71.6%
IBM vs SONY
+40.0%
+31.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.2% |
| 7D | +0.3% | -5.2% | +5.5% | +1.5% |
| 30D | -1.5% | +0.3% | -1.8% | -1.6% |
| 3M | -16.8% | +6.2% | -23.0% | -18.2% |
| 6M | -9.0% | +9.5% | -18.6% | -11.4% |
| YTD | -20.1% | -8.1% | -12.0% | -19.0% |
| 1Y | -7.0% | -17.9% | +10.9% | -3.4% |
| All | +71.6% | +40.0% | +31.5% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling