+192.5%
JNJ vs SONY
+293.1%
-100.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -3.5% | -2.7% | -0.8% | -3.1% |
| 30D | +2.3% | +1.5% | +0.8% | +2.1% |
| 3M | +12.0% | +13.0% | -1.0% | +10.0% |
| 6M | +10.5% | +11.2% | -0.7% | +8.5% |
| YTD | +30.4% | -6.6% | +37.0% | +31.1% |
| 1Y | +52.1% | -18.1% | +70.3% | +55.6% |
| 3Y | +77.8% | +42.1% | +35.7% | +64.6% |
| 5Y | +82.9% | +11.0% | +71.8% | +74.5% |
| All | +192.5% | +293.1% | -100.5% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling