+45.5%
ENTG vs SONY
+40.0%
+5.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.3% | -4.1% |
| 7D | +5.1% | -5.8% | +10.9% | +7.9% |
| 30D | -8.5% | -0.4% | -8.1% | -8.9% |
| 3M | +6.7% | +13.3% | -6.6% | -2.4% |
| 6M | +17.7% | +8.5% | +9.3% | +9.9% |
| YTD | +63.5% | -8.1% | +71.6% | +68.9% |
| 1Y | +73.6% | -17.9% | +91.5% | +92.9% |
| All | +45.5% | +40.0% | +5.5% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling