-23.0%
IDXX vs SONY
+9.6%
-32.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | -5.7% | -2.7% | -3.0% | -4.6% |
| 30D | -11.5% | +1.5% | -13.1% | -12.2% |
| 3M | -9.5% | +13.0% | -22.5% | -14.5% |
| 6M | -16.0% | +11.2% | -27.2% | -20.6% |
| YTD | -25.4% | -6.6% | -18.8% | -23.8% |
| 1Y | -21.8% | -18.1% | -3.6% | -15.5% |
| 3Y | +7.0% | +42.1% | -35.0% | -16.9% |
| All | -23.0% | +9.6% | -32.6% | -37.1% |
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