+2,307.4%
JCI vs SONY
+514.2%
+1,793.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +4.1% | -4.9% | +9.0% | +5.5% |
| 30D | -3.8% | -1.6% | -2.2% | -3.5% |
| 3M | -1.6% | +10.0% | -11.6% | -4.9% |
| 6M | +9.5% | +8.4% | +1.1% | +6.0% |
| YTD | +21.7% | -8.4% | +30.2% | +23.6% |
| 1Y | +37.1% | -18.4% | +55.5% | +43.5% |
| 3Y | +165.2% | +41.0% | +124.2% | +132.9% |
| 5Y | +110.3% | +9.3% | +101.0% | +96.7% |
| 10Y | +341.0% | +281.7% | +59.3% | +180.2% |
| All | +2,307.4% | +514.2% | +1,793.2% | +1,014.2% |
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