+11,653.3%
VRTX vs SONY
+717.5%
+10,935.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -1.9% |
| 7D | -3.4% | -5.2% | +1.7% | -1.8% |
| 30D | +6.6% | +0.3% | +6.3% | +6.4% |
| 3M | +19.4% | +6.2% | +13.2% | +16.8% |
| 6M | +15.8% | +9.5% | +6.3% | +11.8% |
| YTD | +16.7% | -8.1% | +24.7% | +18.7% |
| 1Y | +33.8% | -17.9% | +51.7% | +40.5% |
| 3Y | +54.2% | +41.5% | +12.7% | +33.8% |
| 5Y | +176.4% | +11.8% | +164.5% | +152.1% |
| 10Y | +443.5% | +275.4% | +168.1% | +228.8% |
| All | +11,653.3% | +717.5% | +10,935.8% | +6,685.0% |
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