+4,283.7%
EMR vs SONY
+609.3%
+3,674.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | +2.0% | +14.7% | -12.6% | -2.3% |
| 6M | +22.1% | +18.8% | +3.3% | +15.1% |
| YTD | +27.2% | +5.7% | +21.5% | +23.9% |
| 1Y | +32.0% | -8.1% | +40.1% | +33.7% |
| 3Y | +103.3% | +64.0% | +39.3% | +71.8% |
| 5Y | +88.2% | +12.6% | +75.6% | +74.3% |
| 10Y | +280.4% | +373.8% | -93.4% | +131.2% |
| All | +4,283.7% | +609.3% | +3,674.3% | +1,942.2% |
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 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