+22,282.0%
SYK vs SONY
+516.3%
+21,765.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -12.3% | -5.8% | -6.6% | -11.1% |
| 30D | -22.4% | -0.4% | -22.1% | -22.3% |
| 3M | -12.3% | +13.3% | -25.6% | -14.8% |
| 6M | -24.3% | +8.5% | -32.8% | -26.0% |
| YTD | -22.8% | -8.1% | -14.6% | -21.7% |
| 1Y | -28.8% | -17.9% | -10.9% | -26.2% |
| 3Y | -4.0% | +41.4% | -45.4% | -13.3% |
| 5Y | +3.8% | +9.3% | -5.4% | -1.6% |
| 10Y | +172.8% | +283.0% | -110.2% | +94.9% |
| All | +22,282.0% | +516.3% | +21,765.7% | +10,774.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling