-6.9%
IDXX vs SONY
-1.3%
-5.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.1% | -10.1% | -5.3% |
| 7D | +16.4% | +8.1% | +8.3% | +14.4% |
| 30D | +30.1% | +15.5% | +14.7% | +26.2% |
| 3M | +14.7% | +22.7% | -8.0% | +9.8% |
| 6M | +19.1% | +36.9% | -17.7% | +10.7% |
| YTD | -0.9% | +7.6% | -8.4% | -1.8% |
| 1Y | -6.9% | -1.9% | -4.9% | -4.5% |
| All | -6.9% | -1.3% | -5.6% | -4.5% |
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