+58.0%
ILMN vs SONY
+366.0%
-308.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | +0.7% | -3.2% | +3.9% | +2.1% |
| 30D | -22.7% | +9.6% | -32.3% | -26.0% |
| 3M | +8.6% | +13.3% | -4.6% | +2.1% |
| 6M | +43.8% | +20.3% | +23.5% | +30.7% |
| YTD | +59.8% | +4.1% | +55.6% | +53.8% |
| 1Y | +71.8% | -11.9% | +83.7% | +78.0% |
| 3Y | +119.0% | +56.6% | +62.4% | +67.7% |
| 5Y | -43.8% | +10.9% | -54.8% | -50.4% |
| All | +58.0% | +366.0% | -308.1% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling