+36.2%
ILMN vs SONY
+39.5%
-3.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -3.9% | -4.9% | +1.0% | -2.6% |
| 30D | +6.9% | -1.6% | +8.5% | +7.2% |
| 3M | +28.1% | +10.0% | +18.1% | +24.5% |
| 6M | +65.0% | +8.4% | +56.5% | +60.3% |
| YTD | +56.3% | -8.4% | +64.7% | +59.2% |
| 1Y | +108.7% | -18.4% | +127.1% | +119.6% |
| All | +36.2% | +39.5% | -3.3% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling