+167.6%
SYK vs SONY
+286.8%
-119.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -12.3% | -5.8% | -6.6% | -10.6% |
| 30D | -22.4% | -0.4% | -22.1% | -22.3% |
| 3M | -12.3% | +13.3% | -25.6% | -15.9% |
| 6M | -24.3% | +8.5% | -32.8% | -26.7% |
| YTD | -22.8% | -8.1% | -14.6% | -21.3% |
| 1Y | -28.8% | -17.9% | -10.9% | -25.0% |
| 3Y | -4.0% | +41.4% | -45.4% | -18.4% |
| 5Y | +3.8% | +9.3% | -5.4% | -4.9% |
| All | +167.6% | +286.8% | -119.2% | +71.1% |
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