+5.0%
SYK vs SONY
+7.9%
-2.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -12.3% | -5.8% | -6.6% | -10.8% |
| 30D | -22.4% | -0.4% | -22.1% | -22.3% |
| 3M | -12.3% | +13.3% | -25.6% | -15.3% |
| 6M | -24.3% | +8.5% | -32.8% | -26.3% |
| YTD | -22.8% | -8.1% | -14.6% | -21.4% |
| 1Y | -28.8% | -17.9% | -10.9% | -25.5% |
| 3Y | -4.0% | +41.4% | -45.4% | -17.0% |
| All | +5.0% | +7.9% | -2.9% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling