-17.4%
ZBH vs SONY
+293.1%
-310.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | -4.7% | -2.7% | -2.0% | -3.9% |
| 30D | -4.5% | +1.5% | -6.0% | -4.9% |
| 3M | +7.6% | +13.0% | -5.4% | +3.9% |
| 6M | +0.3% | +11.2% | -10.9% | -3.1% |
| YTD | +4.5% | -6.6% | +11.2% | +5.8% |
| 1Y | -9.4% | -18.1% | +8.7% | -5.1% |
| 3Y | -21.5% | +42.1% | -63.6% | -31.6% |
| 5Y | -28.4% | +11.0% | -39.4% | -34.1% |
| All | -17.4% | +293.1% | -310.4% | -47.5% |
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