+52.1%
QCOM vs SONY
+59.5%
-7.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.4% | +3.6% |
| 7D | +5.8% | +6.1% | -0.3% | +3.4% |
| 30D | -2.3% | +12.2% | -14.5% | -6.5% |
| 3M | +2.7% | +15.3% | -12.6% | -3.0% |
| 6M | -21.0% | +34.3% | -55.3% | -30.6% |
| YTD | +1.8% | +5.7% | -3.9% | -0.7% |
| 1Y | +2.4% | -2.3% | +4.8% | +3.5% |
| 3Y | +52.1% | +67.1% | -15.0% | +22.8% |
| All | +52.1% | +59.5% | -7.4% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling