+272.2%
QCOM vs SONY
+286.8%
-14.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +4.9% | -5.8% | +10.7% | +7.9% |
| 30D | +9.3% | -0.4% | +9.7% | +9.2% |
| 3M | -7.0% | +13.3% | -20.3% | -13.8% |
| 6M | +32.0% | +8.5% | +23.5% | +24.2% |
| YTD | +5.0% | -8.1% | +13.2% | +7.5% |
| 1Y | +13.6% | -17.9% | +31.5% | +23.1% |
| 3Y | +77.6% | +41.4% | +36.1% | +40.1% |
| 5Y | +38.2% | +9.3% | +28.9% | +23.6% |
| All | +272.2% | +286.8% | -14.6% | +122.9% |
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