+177.1%
VRTX vs SONY
+9.8%
+167.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -6.4% | -4.9% | -1.5% | -5.3% |
| 30D | -0.5% | -1.6% | +1.1% | -0.2% |
| 3M | +16.9% | +10.0% | +6.9% | +14.2% |
| 6M | +13.1% | +8.4% | +4.7% | +10.5% |
| YTD | +14.9% | -8.4% | +23.4% | +16.4% |
| 1Y | +31.4% | -18.4% | +49.8% | +36.2% |
| 3Y | +51.9% | +41.0% | +10.9% | +37.5% |
| 5Y | +177.1% | +9.3% | +167.8% | +151.1% |
| All | +177.1% | +9.8% | +167.3% | +151.1% |
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