+10.7%
NVS vs SONY
-16.9%
+27.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -14.3% | -2.7% | -11.6% | -13.7% |
| 30D | -10.0% | +1.5% | -11.5% | -9.9% |
| 3M | -10.9% | +13.0% | -23.9% | -12.4% |
| 6M | -12.0% | +11.2% | -23.2% | -13.7% |
| YTD | +2.5% | -6.6% | +9.2% | +2.8% |
| 1Y | +10.7% | -18.1% | +28.8% | +12.5% |
| All | +10.7% | -16.9% | +27.6% | +12.5% |
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