+384.5%
ALAB vs ENTG
+8.1%
+376.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.7% | +3.0% |
| 7D | +9.6% | +8.9% | +0.7% | +3.1% |
| 30D | -5.3% | -0.8% | -4.4% | -5.1% |
| 3M | -12.0% | +6.6% | -18.6% | -15.5% |
| 6M | +145.7% | +22.1% | +123.6% | +116.7% |
| YTD | +80.7% | +70.2% | +10.5% | +23.9% |
| 1Y | +40.1% | +76.7% | -36.6% | -8.4% |
| All | +384.5% | +8.1% | +376.4% | +372.1% |
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 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