+20.0%
SONY vs EXEL
+273.2%
-253.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -1.2% | +8.4% | -9.5% | -2.2% |
| 30D | +9.4% | +4.1% | +5.4% | +8.7% |
| 3M | +10.5% | +12.4% | -1.9% | +8.6% |
| 6M | +11.7% | +41.5% | -29.9% | +6.4% |
| YTD | -4.1% | +34.6% | -38.7% | -8.1% |
| 1Y | -11.8% | +57.9% | -69.6% | -17.5% |
| 3Y | +45.9% | +159.5% | -113.6% | +26.1% |
| 5Y | +16.3% | +198.5% | -182.2% | -2.2% |
| 10Y | +297.6% | +411.4% | -113.7% | +192.6% |
| All | +20.0% | +273.2% | -253.2% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling