+97.5%
REGN vs SONY
+293.1%
-195.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | -5.6% | -2.7% | -2.9% | -4.9% |
| 30D | -2.0% | +1.5% | -3.5% | -2.4% |
| 3M | +28.0% | +13.0% | +14.9% | +23.6% |
| 6M | +1.2% | +11.2% | -10.1% | -2.3% |
| YTD | +1.6% | -6.6% | +8.3% | +2.7% |
| 1Y | +38.2% | -18.1% | +56.4% | +44.2% |
| 3Y | -5.4% | +42.1% | -47.4% | -17.0% |
| 5Y | +21.3% | +11.0% | +10.2% | +11.6% |
| All | +97.5% | +293.1% | -195.6% | +30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling