+197.1%
ABT vs ENTG
+797.5%
-600.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -1.7% |
| 7D | -5.9% | +1.2% | -7.1% | -6.1% |
| 30D | -8.1% | -12.9% | +4.8% | -6.5% |
| 3M | +14.5% | -3.1% | +17.6% | +12.7% |
| 6M | -6.3% | +21.0% | -27.3% | -12.1% |
| YTD | -17.1% | +67.0% | -84.1% | -27.0% |
| 1Y | -21.4% | +68.6% | -90.0% | -31.6% |
| 3Y | +5.9% | +48.6% | -42.7% | -11.4% |
| 5Y | -12.8% | +18.6% | -31.4% | -27.3% |
| All | +197.1% | +797.5% | -600.4% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling