+242.8%
QCOM vs SONY
+366.6%
-123.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.8% |
| 7D | +5.5% | +5.2% | +0.3% | +2.4% |
| 30D | -1.1% | +10.7% | -11.9% | -6.6% |
| 3M | +7.6% | +12.1% | -4.5% | +0.7% |
| 6M | -20.1% | +32.6% | -52.6% | -32.4% |
| YTD | +3.0% | +4.3% | -1.3% | -1.6% |
| 1Y | +3.2% | -4.5% | +7.8% | +3.2% |
| 3Y | +48.9% | +56.9% | -8.0% | +11.0% |
| 5Y | +21.1% | +12.5% | +8.6% | +6.0% |
| 10Y | +242.8% | +371.7% | -129.0% | +85.0% |
| All | +242.8% | +366.6% | -123.8% | +85.0% |
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