-0.2%
VRSK vs SONY
-1.3%
+1.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +6.1% | +0.8% | +5.5% |
| 7D | +10.9% | +8.1% | +2.8% | +9.1% |
| 30D | +28.0% | +15.5% | +12.5% | +24.7% |
| 3M | +12.3% | +22.7% | -10.4% | +9.1% |
| 6M | +17.8% | +36.9% | -19.1% | +14.5% |
| YTD | -4.7% | +7.6% | -12.3% | -8.9% |
| 1Y | -0.2% | -1.9% | +1.7% | -5.5% |
| All | -0.2% | -1.3% | +1.0% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling