+4,298.5%
EMR vs SONY
+599.9%
+3,698.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +0.7% | +5.2% | -4.5% | -0.9% |
| 30D | +3.5% | +10.7% | -7.2% | +0.3% |
| 3M | +5.9% | +12.1% | -6.2% | +2.1% |
| 6M | +19.4% | +32.6% | -13.1% | +8.9% |
| YTD | +27.7% | +4.3% | +23.3% | +24.8% |
| 1Y | +30.9% | -4.5% | +35.4% | +31.1% |
| 3Y | +104.2% | +56.9% | +47.3% | +74.8% |
| 5Y | +89.6% | +12.5% | +77.1% | +75.7% |
| 10Y | +280.0% | +371.7% | -91.7% | +131.3% |
| All | +4,298.5% | +599.9% | +3,698.6% | +1,957.1% |
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