-0.5%
UNH vs SONY
+9.6%
-10.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.6% |
| 7D | -4.5% | -2.7% | -1.9% | -4.2% |
| 30D | -6.5% | +1.5% | -8.1% | -6.8% |
| 3M | -6.0% | +13.0% | -19.0% | -7.8% |
| 6M | +33.7% | +11.2% | +22.4% | +31.1% |
| YTD | +16.4% | -6.6% | +23.0% | +17.2% |
| 1Y | +10.1% | -18.1% | +28.2% | +12.8% |
| 3Y | -16.3% | +42.1% | -58.4% | -20.6% |
| All | -0.5% | +9.6% | -10.2% | -2.1% |
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 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