+93.9%
ILMN vs SONY
-6.4%
+100.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.0% |
| 7D | -21.6% | +2.9% | -24.4% | -21.6% |
| 30D | -22.9% | +10.2% | -33.1% | -23.4% |
| 3M | +11.6% | +16.1% | -4.5% | +10.0% |
| 6M | +62.5% | +32.1% | +30.4% | +55.7% |
| YTD | +72.7% | +1.4% | +71.4% | +72.8% |
| 1Y | +93.9% | -7.0% | +100.9% | +98.1% |
| All | +93.9% | -6.4% | +100.2% | +98.1% |
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 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