-62.5%
ZTS vs SONY
+8.4%
-71.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -3.8% | -4.9% | +1.2% | -2.4% |
| 30D | -2.0% | -1.6% | -0.4% | -1.6% |
| 3M | -10.2% | +10.0% | -20.2% | -12.7% |
| 6M | -39.4% | +8.4% | -47.8% | -41.0% |
| YTD | -40.8% | -8.4% | -32.4% | -39.7% |
| 1Y | -50.1% | -18.4% | -31.8% | -47.7% |
| 3Y | -58.9% | +41.0% | -99.8% | -64.9% |
| All | -62.5% | +8.4% | -71.0% | -66.8% |
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