+251.9%
QCOM vs SONY
+366.0%
-114.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +13.0% | -3.2% | +16.2% | +14.7% |
| 30D | +0.2% | +9.6% | -9.4% | -4.9% |
| 3M | +9.2% | +13.3% | -4.0% | +1.7% |
| 6M | -15.0% | +20.3% | -35.3% | -24.1% |
| YTD | +5.2% | +4.1% | +1.0% | +0.6% |
| 1Y | +2.4% | -11.9% | +14.3% | +6.9% |
| 3Y | +52.0% | +56.6% | -4.6% | +13.4% |
| 5Y | +19.7% | +10.9% | +8.8% | +5.6% |
| All | +251.9% | +366.0% | -114.1% | +91.2% |
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