+6,889.2%
TEVA vs SONY
+526.3%
+6,363.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.7% |
| 7D | +2.0% | -2.7% | +4.7% | +2.6% |
| 30D | +1.0% | +1.5% | -0.6% | +0.5% |
| 3M | +7.3% | +13.0% | -5.7% | +4.1% |
| 6M | +21.7% | +11.2% | +10.5% | +18.1% |
| YTD | +18.8% | -6.6% | +25.5% | +19.9% |
| 1Y | +86.5% | -18.1% | +104.6% | +93.5% |
| 3Y | +269.4% | +42.1% | +227.3% | +232.4% |
| 5Y | +303.6% | +11.0% | +292.5% | +281.0% |
| 10Y | -22.9% | +289.2% | -312.1% | -44.9% |
| All | +6,889.2% | +526.3% | +6,363.0% | +2,847.6% |
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