+286.6%
SONY vs BB
+1.6%
+285.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | +1.5% | -12.5% | +14.1% | +2.9% |
| 3M | +13.0% | -17.4% | +30.4% | +14.2% |
| 6M | +11.2% | +119.1% | -107.9% | -1.8% |
| YTD | -6.6% | +102.4% | -109.0% | -16.7% |
| 1Y | -18.1% | +98.2% | -116.3% | -27.0% |
| 3Y | +42.1% | +46.9% | -4.9% | +26.7% |
| 5Y | +11.0% | -26.4% | +37.4% | +3.7% |
| All | +286.6% | +1.6% | +285.0% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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