+1,076.7%
NVS vs SONY
+368.8%
+707.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -15.4% | -4.9% | -10.5% | -14.5% |
| 30D | -12.3% | -1.6% | -10.7% | -12.0% |
| 3M | -7.8% | +10.0% | -17.8% | -9.4% |
| 6M | -13.0% | +8.4% | -21.4% | -14.5% |
| YTD | +2.8% | -8.4% | +11.2% | +4.0% |
| 1Y | +10.6% | -18.4% | +29.0% | +14.1% |
| 3Y | +55.1% | +41.0% | +14.1% | +42.8% |
| 5Y | +91.7% | +9.3% | +82.4% | +82.3% |
| 10Y | +181.2% | +281.7% | -100.5% | +108.1% |
| All | +1,076.7% | +368.8% | +707.9% | +537.3% |
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