+51,614.1%
QCOM vs SONY
+954.2%
+50,659.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.7% |
| 7D | +5.5% | +5.2% | +0.3% | +2.9% |
| 30D | -1.1% | +10.7% | -11.9% | -5.8% |
| 3M | +7.6% | +12.1% | -4.5% | +1.7% |
| 6M | -20.1% | +32.6% | -52.6% | -30.5% |
| YTD | +3.0% | +4.3% | -1.3% | -1.1% |
| 1Y | +3.2% | -4.5% | +7.8% | +2.8% |
| 3Y | +48.9% | +56.9% | -8.0% | +17.7% |
| 5Y | +21.1% | +12.5% | +8.6% | +10.1% |
| 10Y | +242.8% | +371.7% | -129.0% | +67.9% |
| All | +51,614.1% | +954.2% | +50,659.9% | +16,599.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling