+3,912.1%
EMR vs SONY
+543.6%
+3,368.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | -1.5% | -1.2% | -0.4% | -1.2% |
| 30D | -5.6% | +9.4% | -15.1% | -8.2% |
| 3M | +7.9% | +10.5% | -2.5% | +4.3% |
| 6M | +6.0% | +11.7% | -5.7% | +2.0% |
| YTD | +16.4% | -4.1% | +20.5% | +16.9% |
| 1Y | +16.6% | -11.8% | +28.4% | +19.7% |
| 3Y | +62.9% | +45.9% | +17.0% | +42.6% |
| 5Y | +60.1% | +16.3% | +43.8% | +47.2% |
| 10Y | +268.7% | +297.6% | -28.9% | +135.8% |
| All | +3,912.1% | +543.6% | +3,368.5% | +1,828.0% |
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