-2.8%
BSX vs SONY
+9.6%
-12.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -10.1% | -2.7% | -7.4% | -9.5% |
| 30D | -16.4% | +1.5% | -17.9% | -16.7% |
| 3M | -8.9% | +13.0% | -21.9% | -11.6% |
| 6M | -38.3% | +11.2% | -49.5% | -40.0% |
| YTD | -54.9% | -6.6% | -48.3% | -54.4% |
| 1Y | -58.8% | -18.1% | -40.7% | -57.1% |
| 3Y | -21.2% | +42.1% | -63.3% | -29.4% |
| All | -2.8% | +9.6% | -12.4% | -9.7% |
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