+53,289.7%
IDXX vs SONY
+754.0%
+52,535.7%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -5.7% | -2.7% | -3.0% | -5.0% |
| 30D | -11.5% | +1.5% | -13.1% | -12.0% |
| 3M | -9.5% | +13.0% | -22.5% | -12.7% |
| 6M | -16.0% | +11.2% | -27.2% | -18.9% |
| YTD | -25.4% | -6.6% | -18.8% | -24.6% |
| 1Y | -21.8% | -18.1% | -3.6% | -18.2% |
| 3Y | +7.0% | +42.1% | -35.0% | -5.4% |
| 5Y | -26.0% | +11.0% | -37.0% | -30.3% |
| 10Y | +358.9% | +289.2% | +69.8% | +211.3% |
| All | +53,289.7% | +754.0% | +52,535.7% | +27,925.9% |
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 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