+579.5%
VRSK vs SONY
+379.0%
+200.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -7.7% | -5.8% | -2.0% | -6.6% |
| 30D | -2.8% | -0.4% | -2.4% | -2.7% |
| 3M | -3.7% | +13.3% | -17.0% | -6.2% |
| 6M | -12.8% | +8.5% | -21.3% | -14.6% |
| YTD | -21.0% | -8.1% | -12.8% | -20.0% |
| 1Y | -32.5% | -17.9% | -14.6% | -30.2% |
| 3Y | -26.5% | +41.4% | -68.0% | -33.5% |
| 5Y | -11.5% | +9.3% | -20.8% | -16.5% |
| 10Y | +125.7% | +283.0% | -157.3% | +68.8% |
| All | +579.5% | +379.0% | +200.5% | +367.9% |
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