+132.2%
ILMN vs SONY
+61.0%
+71.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +0.7% | -3.2% | +3.9% | +1.3% |
| 30D | -22.7% | +9.6% | -32.3% | -24.4% |
| 3M | +8.6% | +13.3% | -4.6% | +5.3% |
| 6M | +43.8% | +20.3% | +23.5% | +36.6% |
| YTD | +59.8% | +4.1% | +55.6% | +57.6% |
| 1Y | +71.8% | -11.9% | +83.7% | +78.0% |
| All | +132.2% | +61.0% | +71.1% | +108.8% |
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 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