-25.0%
TEVA vs SONY
+293.1%
-318.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.4% |
| 7D | +2.0% | -2.7% | +4.7% | +3.0% |
| 30D | +1.0% | +1.5% | -0.6% | +0.2% |
| 3M | +7.3% | +13.0% | -5.7% | +2.2% |
| 6M | +21.7% | +11.2% | +10.5% | +16.0% |
| YTD | +18.8% | -6.6% | +25.5% | +20.6% |
| 1Y | +86.5% | -18.1% | +104.6% | +98.0% |
| 3Y | +269.4% | +42.1% | +227.3% | +206.3% |
| 5Y | +303.6% | +11.0% | +292.5% | +262.0% |
| All | -25.0% | +293.1% | -318.0% | -55.7% |
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 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