+1,219.2%
ENTG vs SONY
+40.7%
+1,178.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +4.2% |
| 7D | +8.9% | -5.2% | +14.1% | +12.2% |
| 30D | -7.2% | +0.3% | -7.5% | -8.0% |
| 3M | +6.4% | +6.2% | +0.2% | -0.1% |
| 6M | +25.7% | +9.5% | +16.1% | +15.3% |
| YTD | +67.9% | -8.1% | +75.9% | +71.0% |
| 1Y | +72.4% | -17.9% | +90.3% | +88.2% |
| 3Y | +48.4% | +41.5% | +6.9% | +14.3% |
| 5Y | +20.1% | +11.8% | +8.2% | +7.8% |
| 10Y | +768.1% | +275.4% | +492.7% | +268.2% |
| All | +1,219.2% | +40.7% | +1,178.5% | +572.9% |
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