-9.4%
ABT vs ENTG
+21.6%
-31.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.4% |
| 7D | -4.7% | +8.9% | -13.7% | -5.2% |
| 30D | -3.1% | -0.8% | -2.3% | -3.2% |
| 3M | +16.1% | +6.6% | +9.6% | +14.2% |
| 6M | -5.3% | +22.1% | -27.4% | -8.6% |
| YTD | -14.4% | +70.2% | -84.6% | -20.3% |
| 1Y | -18.4% | +76.7% | -95.1% | -24.8% |
| 3Y | +11.2% | +50.5% | -39.3% | -0.1% |
| 5Y | -9.4% | +21.8% | -31.2% | -19.6% |
| All | -9.4% | +21.6% | -31.0% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling