+1,354.0%
ABBV vs ENTG
+1,536.3%
-182.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.6% |
| 7D | +1.3% | +15.2% | -13.9% | -0.5% |
| 30D | +4.7% | -3.6% | +8.4% | +4.6% |
| 3M | +18.3% | -10.0% | +28.3% | +18.7% |
| 6M | +43.4% | +1.8% | +41.6% | +39.1% |
| YTD | +33.0% | +75.5% | -42.5% | +17.3% |
| 1Y | +30.8% | +82.4% | -51.6% | +14.4% |
| 3Y | +135.1% | +58.5% | +76.6% | +100.0% |
| 5Y | +201.2% | +0.4% | +200.9% | +168.0% |
| 10Y | +602.7% | +759.6% | -156.9% | +207.6% |
| All | +1,354.0% | +1,536.3% | -182.3% | +414.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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