+270.9%
ZBH vs SONY
+144.5%
+126.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -4.9% | -4.9% | 0.0% | -3.7% |
| 30D | -3.2% | -1.6% | -1.6% | -2.9% |
| 3M | +5.8% | +10.0% | -4.2% | +3.3% |
| 6M | +2.0% | +8.4% | -6.4% | -0.4% |
| YTD | +5.8% | -8.4% | +14.2% | +7.4% |
| 1Y | -7.9% | -18.4% | +10.4% | -4.1% |
| 3Y | -19.4% | +41.0% | -60.3% | -28.0% |
| 5Y | -29.5% | +9.3% | -38.8% | -33.9% |
| 10Y | -15.5% | +281.7% | -297.2% | -42.8% |
| All | +270.9% | +144.5% | +126.3% | +135.1% |
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 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