+28.4%
NVS vs SONY
-10.8%
+39.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +4.0% | -1.2% | +5.2% | +4.2% |
| 30D | +3.6% | +9.4% | -5.9% | +2.2% |
| 3M | +7.8% | +10.5% | -2.7% | +6.1% |
| 6M | -0.2% | +11.7% | -11.9% | -2.5% |
| YTD | +19.6% | -4.1% | +23.6% | +18.7% |
| 1Y | +28.4% | -11.8% | +40.2% | +29.6% |
| All | +28.4% | -10.8% | +39.2% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling