+2,413.6%
IBM vs SONY
+543.6%
+1,870.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | +0.3% | +9.4% | -9.2% | -2.1% |
| 3M | -21.6% | +10.5% | -32.1% | -23.7% |
| 6M | -4.7% | +11.7% | -16.4% | -7.8% |
| YTD | -19.1% | -4.1% | -15.0% | -18.8% |
| 1Y | -2.5% | -11.8% | +9.3% | -0.1% |
| 3Y | +74.2% | +45.9% | +28.3% | +54.6% |
| 5Y | +113.1% | +16.3% | +96.8% | +96.9% |
| 10Y | +133.5% | +297.6% | -164.1% | +54.6% |
| All | +2,413.6% | +543.6% | +1,870.0% | +1,157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling