+195.5%
AMGN vs ENTG
+797.5%
-602.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.6% |
| 7D | -13.7% | +1.2% | -14.9% | -13.9% |
| 30D | -8.8% | -12.9% | +4.1% | -7.4% |
| 3M | +7.2% | -3.1% | +10.3% | +5.9% |
| 6M | +1.3% | +21.0% | -19.7% | -3.9% |
| YTD | +17.6% | +67.0% | -49.4% | +5.9% |
| 1Y | +37.2% | +68.6% | -31.5% | +22.4% |
| 3Y | +57.7% | +48.6% | +9.1% | +38.3% |
| 5Y | +106.3% | +18.6% | +87.6% | +79.1% |
| All | +195.5% | +797.5% | -602.0% | +44.1% |
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