+12,674.7%
BLK vs SONY
+82.7%
+12,592.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -5.2% | -5.8% | +0.6% | -3.2% |
| 30D | -7.0% | -0.4% | -6.7% | -7.0% |
| 3M | +5.7% | +13.3% | -7.6% | +0.6% |
| 6M | +11.0% | +8.5% | +2.5% | +6.8% |
| YTD | +0.9% | -8.1% | +9.0% | +2.6% |
| 1Y | -1.6% | -17.9% | +16.3% | +3.8% |
| 3Y | +64.5% | +41.4% | +23.0% | +40.8% |
| 5Y | +30.9% | +9.3% | +21.6% | +21.4% |
| 10Y | +275.1% | +283.0% | -7.9% | +125.5% |
| All | +12,674.7% | +82.7% | +12,592.0% | +6,293.4% |
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