-35.6%
ELAN vs SONY
+111.8%
-147.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.0% |
| 3M | -3.7% | +13.0% | -16.7% | -8.6% |
| 6M | -1.2% | +11.2% | -12.4% | -6.2% |
| YTD | +2.4% | -6.6% | +9.0% | +4.0% |
| 1Y | +23.4% | -18.1% | +41.5% | +31.5% |
| 3Y | +96.7% | +42.1% | +54.6% | +64.0% |
| 5Y | -30.6% | +11.0% | -41.6% | -37.8% |
| All | -35.6% | +111.8% | -147.5% | -58.0% |
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