+90.2%
EMR vs SONY
+12.1%
+78.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | +2.8% | +0.3% | +2.6% | +2.8% |
| 30D | +3.7% | +11.1% | -7.5% | +0.1% |
| 3M | +2.0% | +14.7% | -12.6% | -2.6% |
| 6M | +22.1% | +18.8% | +3.3% | +14.7% |
| YTD | +27.2% | +5.7% | +21.5% | +23.7% |
| 1Y | +32.0% | -8.1% | +40.1% | +34.3% |
| 3Y | +103.3% | +64.0% | +39.3% | +70.0% |
| All | +90.2% | +12.1% | +78.2% | +70.8% |
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