+65.7%
AMGN vs ENTG
+63.3%
+2.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.5% | +10.2% | +3.8% |
| 7D | +5.9% | -10.3% | +16.2% | +6.0% |
| 30D | +18.7% | -14.4% | +33.1% | +19.0% |
| 3M | +23.4% | -1.1% | +24.5% | +23.1% |
| 6M | +49.7% | +3.0% | +46.8% | +46.8% |
| YTD | +49.2% | +70.1% | -20.9% | +40.5% |
| 1Y | +65.7% | +65.7% | 0.0% | +55.6% |
| All | +65.7% | +63.3% | +2.4% | +55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling