+2,536.4%
IBM vs SONY
+598.6%
+1,937.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.6% |
| 7D | -0.3% | -3.2% | +2.9% | +0.5% |
| 30D | +6.8% | +9.6% | -2.8% | +4.2% |
| 3M | +4.4% | +13.3% | -8.9% | +1.0% |
| 6M | +13.2% | +20.3% | -7.1% | +7.6% |
| YTD | -15.1% | +4.1% | -19.3% | -16.7% |
| 1Y | -20.2% | -11.9% | -8.3% | -18.3% |
| 3Y | +79.3% | +56.6% | +22.7% | +56.5% |
| 5Y | +147.5% | +10.9% | +136.5% | +131.3% |
| 10Y | +140.2% | +366.6% | -226.5% | +52.7% |
| All | +2,536.4% | +598.6% | +1,937.8% | +1,190.4% |
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