+123.4%
ILMN vs SONY
-10.8%
+134.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.3% |
| 7D | +1.2% | -1.2% | +2.4% | +1.4% |
| 30D | +9.2% | +9.4% | -0.3% | +7.5% |
| 3M | +29.8% | +10.5% | +19.4% | +27.1% |
| 6M | +69.2% | +11.7% | +57.5% | +64.2% |
| YTD | +66.4% | -4.1% | +70.4% | +69.0% |
| 1Y | +123.4% | -11.8% | +135.2% | +133.8% |
| All | +123.4% | -10.8% | +134.2% | +133.8% |
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 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