+224.4%
MRK vs SONY
+293.1%
-68.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.8% |
| 7D | -4.3% | -2.7% | -1.6% | -3.9% |
| 30D | +8.3% | +1.5% | +6.8% | +8.0% |
| 3M | +20.0% | +13.0% | +7.0% | +17.8% |
| 6M | +25.7% | +11.2% | +14.5% | +23.3% |
| YTD | +38.7% | -6.6% | +45.4% | +39.6% |
| 1Y | +74.7% | -18.1% | +92.8% | +78.9% |
| 3Y | +45.4% | +42.1% | +3.3% | +35.1% |
| 5Y | +129.0% | +11.0% | +118.0% | +119.6% |
| All | +224.4% | +293.1% | -68.7% | +141.2% |
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 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