+16.1%
ENTG vs SONY
+8.8%
+7.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.3% | -4.2% |
| 7D | +5.1% | -5.8% | +10.9% | +9.1% |
| 30D | -8.5% | -0.4% | -8.1% | -9.0% |
| 3M | +6.7% | +13.3% | -6.6% | -5.4% |
| 6M | +17.7% | +8.5% | +9.3% | +7.0% |
| YTD | +63.5% | -8.1% | +71.6% | +68.5% |
| 1Y | +73.6% | -17.9% | +91.5% | +95.4% |
| 3Y | +44.6% | +41.4% | +3.1% | +1.0% |
| 5Y | +16.1% | +9.3% | +6.8% | -4.2% |
| All | +16.1% | +8.8% | +7.3% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling