-30.4%
ELAN vs SONY
+9.6%
-40.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +0.7% |
| 7D | -5.4% | -2.7% | -2.7% | -4.4% |
| 30D | +4.7% | +1.5% | +3.2% | +3.9% |
| 3M | -3.7% | +13.0% | -16.7% | -8.9% |
| 6M | -1.2% | +11.2% | -12.4% | -6.6% |
| YTD | +2.4% | -6.6% | +9.0% | +4.3% |
| 1Y | +23.4% | -18.1% | +41.5% | +32.4% |
| 3Y | +96.7% | +42.1% | +54.6% | +59.9% |
| All | -30.4% | +9.6% | -40.0% | -39.2% |
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