+1,156.2%
ABBV vs ENTG
+1,439.0%
-282.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -2.2% |
| 7D | +0.4% | +2.8% | -2.4% | 0.0% |
| 30D | +4.2% | -4.7% | +8.8% | +4.4% |
| 3M | +14.8% | -0.7% | +15.6% | +12.6% |
| 6M | +10.3% | +7.7% | +2.5% | +6.0% |
| YTD | +14.9% | +65.1% | -50.2% | +2.9% |
| 1Y | +24.1% | +74.8% | -50.7% | +9.1% |
| 3Y | +91.9% | +36.9% | +55.0% | +68.0% |
| 5Y | +176.0% | +16.1% | +159.9% | +135.2% |
| 10Y | +502.9% | +740.3% | -237.4% | +164.1% |
| All | +1,156.2% | +1,439.0% | -282.8% | +351.1% |
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