+46.7%
REGN vs SONY
-10.8%
+57.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +4.2% | -1.2% | +5.4% | +4.4% |
| 30D | +7.8% | +9.4% | -1.6% | +6.7% |
| 3M | +31.8% | +10.5% | +21.3% | +29.6% |
| 6M | +5.4% | +11.7% | -6.3% | +2.9% |
| YTD | +7.7% | -4.1% | +11.7% | +4.3% |
| 1Y | +46.7% | -11.8% | +58.5% | +42.4% |
| All | +46.7% | -10.8% | +57.5% | +42.4% |
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