-21.0%
BSX vs SONY
+40.0%
-61.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.5% | -4.2% |
| 7D | -8.2% | -5.8% | -2.4% | -7.1% |
| 30D | -15.8% | -0.4% | -15.4% | -15.8% |
| 3M | -10.8% | +13.3% | -24.1% | -13.1% |
| 6M | -38.4% | +8.5% | -46.9% | -39.6% |
| YTD | -54.8% | -8.1% | -46.7% | -54.2% |
| 1Y | -59.0% | -17.9% | -41.1% | -57.6% |
| All | -21.0% | +40.0% | -61.0% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling