+1,045.4%
ILMN vs SONY
+59.1%
+986.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.0% |
| 7D | +1.2% | -1.2% | +2.4% | +1.7% |
| 30D | +9.2% | +9.4% | -0.3% | +5.4% |
| 3M | +29.8% | +10.5% | +19.4% | +24.4% |
| 6M | +69.2% | +11.7% | +57.5% | +60.8% |
| YTD | +66.4% | -4.1% | +70.4% | +66.7% |
| 1Y | +123.4% | -11.8% | +135.2% | +130.1% |
| 3Y | +33.2% | +45.9% | -12.7% | +10.7% |
| 5Y | -52.0% | +16.3% | -68.3% | -56.8% |
| 10Y | +33.6% | +297.6% | -264.0% | -25.3% |
| All | +1,045.4% | +59.1% | +986.3% | +767.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling