+13.5%
QCOM vs SONY
-18.5%
+32.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +4.4% | -4.9% | +9.3% | +5.2% |
| 30D | +9.4% | -1.6% | +11.0% | +9.5% |
| 3M | -13.7% | +10.0% | -23.7% | -15.6% |
| 6M | +28.9% | +8.4% | +20.5% | +24.8% |
| YTD | +4.7% | -8.4% | +13.2% | +10.0% |
| 1Y | +13.5% | -18.4% | +31.9% | +28.3% |
| All | +13.5% | -18.5% | +32.0% | +28.3% |
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 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