+7.9%
QCOM vs SONY
-10.8%
+18.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +3.3% | -1.2% | +4.5% | +3.5% |
| 30D | +7.7% | +9.4% | -1.7% | +5.7% |
| 3M | -30.1% | +10.5% | -40.5% | -31.1% |
| 6M | +22.8% | +11.7% | +11.2% | +19.0% |
| YTD | +0.2% | -4.1% | +4.3% | +4.0% |
| 1Y | +7.9% | -11.8% | +19.6% | +19.7% |
| All | +7.9% | -10.8% | +18.7% | +19.7% |
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