+36.2%
QCOM vs SONY
+11.4%
+24.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.2% | +7.4% | +5.3% |
| 7D | +5.1% | -5.2% | +10.2% | +7.8% |
| 30D | +4.3% | +0.3% | +4.0% | +3.7% |
| 3M | -19.6% | +6.2% | -25.9% | -23.0% |
| 6M | +29.5% | +9.5% | +19.9% | +20.7% |
| YTD | +3.4% | -8.1% | +11.5% | +6.4% |
| 1Y | +10.9% | -17.9% | +28.8% | +21.6% |
| 3Y | +74.8% | +41.5% | +33.3% | +32.1% |
| 5Y | +36.2% | +11.8% | +24.3% | +24.0% |
| All | +36.2% | +11.4% | +24.8% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling