+120.6%
IBM vs SONY
+9.8%
+110.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | +3.6% | -4.9% | +8.5% | +4.7% |
| 30D | +1.5% | -1.6% | +3.1% | +1.8% |
| 3M | -12.9% | +10.0% | -22.9% | -15.0% |
| 6M | -3.9% | +8.4% | -12.3% | -6.1% |
| YTD | -17.3% | -8.4% | -8.9% | -16.2% |
| 1Y | -5.0% | -18.4% | +13.4% | -1.2% |
| 3Y | +78.2% | +41.0% | +37.3% | +63.7% |
| 5Y | +120.6% | +9.3% | +111.4% | +106.9% |
| All | +120.6% | +9.8% | +110.8% | +106.9% |
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