+950.2%
BSX vs SONY
+783.0%
+167.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -7.0% | -4.9% | -2.1% | -5.8% |
| 30D | -10.9% | -1.6% | -9.3% | -10.6% |
| 3M | -8.2% | +10.0% | -18.2% | -10.5% |
| 6M | -37.5% | +8.4% | -45.9% | -39.1% |
| YTD | -52.8% | -8.4% | -44.4% | -52.1% |
| 1Y | -58.4% | -18.4% | -40.0% | -56.7% |
| 3Y | -16.5% | +41.0% | -57.5% | -25.7% |
| 5Y | -1.0% | +9.3% | -10.3% | -7.3% |
| 10Y | +91.2% | +281.7% | -190.5% | +28.4% |
| All | +950.2% | +783.0% | +167.2% | +401.7% |
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 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