+9.3%
SONY vs RGEN
-44.2%
+53.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -5.8% | -2.9% | -2.9% | -5.3% |
| 30D | -0.4% | -0.1% | -0.3% | -0.6% |
| 3M | +13.3% | +25.9% | -12.6% | +8.0% |
| 6M | +8.5% | +35.2% | -26.7% | +1.3% |
| YTD | -8.1% | +0.5% | -8.6% | -9.3% |
| 1Y | -17.9% | +37.0% | -54.9% | -23.9% |
| 3Y | +41.4% | +2.0% | +39.4% | +33.2% |
| 5Y | +9.3% | -44.2% | +53.5% | +8.0% |
| All | +9.3% | -44.2% | +53.5% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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