+986.5%
ILMN vs SONY
+75.3%
+911.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.8% |
| 7D | -2.9% | +0.3% | -3.1% | -3.0% |
| 30D | -23.8% | +11.1% | -35.0% | -27.1% |
| 3M | +7.5% | +14.7% | -7.2% | +1.3% |
| 6M | +42.8% | +18.8% | +24.0% | +32.0% |
| YTD | +57.8% | +5.7% | +52.1% | +51.4% |
| 1Y | +72.6% | -8.1% | +80.7% | +74.3% |
| 3Y | +129.3% | +64.0% | +65.4% | +81.7% |
| 5Y | -44.5% | +12.6% | -57.1% | -49.8% |
| 10Y | +54.5% | +373.8% | -319.3% | -19.4% |
| All | +986.5% | +75.3% | +911.2% | +687.9% |
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