+425.8%
VRTX vs SONY
+286.8%
+139.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -7.8% | -5.8% | -2.0% | -6.1% |
| 30D | -2.8% | -0.4% | -2.5% | -2.8% |
| 3M | +18.1% | +13.3% | +4.8% | +13.2% |
| 6M | +3.1% | +8.5% | -5.4% | -0.3% |
| YTD | +13.5% | -8.1% | +21.6% | +15.6% |
| 1Y | +32.4% | -17.9% | +50.3% | +39.2% |
| 3Y | +50.0% | +41.4% | +8.6% | +28.6% |
| 5Y | +172.9% | +9.3% | +163.6% | +149.0% |
| All | +425.8% | +286.8% | +139.0% | +185.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling