-28.7%
ZBH vs SONY
+9.6%
-38.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -4.7% | -2.7% | -2.0% | -4.0% |
| 30D | -4.5% | +1.5% | -6.0% | -4.8% |
| 3M | +7.6% | +13.0% | -5.4% | +4.4% |
| 6M | +0.3% | +11.2% | -10.9% | -2.6% |
| YTD | +4.5% | -6.6% | +11.2% | +5.7% |
| 1Y | -9.4% | -18.1% | +8.7% | -5.8% |
| 3Y | -21.5% | +42.1% | -63.6% | -30.5% |
| All | -28.7% | +9.6% | -38.3% | -34.7% |
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 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