-54.1%
ILMN vs SONY
+9.8%
-63.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -3.9% | -4.9% | +1.0% | -1.8% |
| 30D | +6.9% | -1.6% | +8.5% | +7.4% |
| 3M | +28.1% | +10.0% | +18.1% | +22.3% |
| 6M | +65.0% | +8.4% | +56.5% | +57.5% |
| YTD | +56.3% | -8.4% | +64.7% | +60.5% |
| 1Y | +108.7% | -18.4% | +127.1% | +125.0% |
| 3Y | +33.1% | +41.0% | -7.9% | +3.7% |
| 5Y | -54.1% | +9.3% | -63.4% | -59.2% |
| All | -54.1% | +9.8% | -63.9% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling