+280.4%
SONY vs EXEL
+386.3%
-105.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.6% |
| 7D | -5.8% | -2.9% | -2.9% | -5.4% |
| 30D | -0.4% | +11.9% | -12.3% | -2.0% |
| 3M | +13.3% | +9.2% | +4.1% | +11.6% |
| 6M | +8.5% | +39.1% | -30.6% | +3.0% |
| YTD | -8.1% | +31.0% | -39.2% | -12.2% |
| 1Y | -17.9% | +52.3% | -70.2% | -23.5% |
| 3Y | +41.4% | +159.7% | -118.3% | +19.8% |
| 5Y | +9.3% | +187.7% | -178.4% | -10.0% |
| All | +280.4% | +386.3% | -105.9% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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