+993.3%
ABT vs ENTG
+1,234.5%
-241.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.0% |
| 7D | -3.7% | +2.8% | -6.5% | -3.9% |
| 30D | +2.5% | -4.7% | +7.2% | +2.7% |
| 3M | +20.2% | -0.7% | +20.9% | +18.7% |
| 6M | -2.9% | +7.7% | -10.6% | -5.3% |
| YTD | -11.9% | +65.1% | -77.0% | -17.8% |
| 1Y | -16.5% | +74.8% | -91.3% | -22.9% |
| 3Y | +12.1% | +36.9% | -24.8% | +3.4% |
| 5Y | -7.4% | +16.1% | -23.5% | -15.1% |
| 10Y | +210.7% | +740.3% | -529.7% | +137.8% |
| All | +993.3% | +1,234.5% | -241.2% | +667.9% |
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