+110.8%
ILMN vs SONY
-18.6%
+129.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -1.9% |
| 7D | -9.2% | -5.8% | -3.4% | -8.3% |
| 30D | +4.4% | -0.4% | +4.8% | +4.4% |
| 3M | +23.9% | +13.3% | +10.6% | +20.5% |
| 6M | +64.5% | +8.5% | +56.0% | +60.2% |
| YTD | +53.5% | -8.1% | +61.6% | +58.0% |
| 1Y | +110.8% | -17.9% | +128.7% | +125.8% |
| All | +110.8% | -18.6% | +129.3% | +125.8% |
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