+1,001.9%
ABT vs ENTG
+1,318.8%
-316.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.5% |
| 7D | -1.3% | +15.2% | -16.5% | -2.6% |
| 30D | +6.0% | -3.6% | +9.7% | +5.9% |
| 3M | -1.9% | -10.0% | +8.1% | -1.7% |
| 6M | +31.2% | +1.8% | +29.4% | +28.3% |
| YTD | -11.2% | +75.5% | -86.7% | -18.1% |
| 1Y | -14.0% | +82.4% | -96.4% | -21.0% |
| 3Y | +20.7% | +58.5% | -37.8% | +9.2% |
| 5Y | -6.7% | +0.4% | -7.0% | -13.7% |
| 10Y | +226.3% | +759.6% | -533.3% | +147.6% |
| All | +1,001.9% | +1,318.8% | -316.9% | +665.0% |
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