+59.9%
AMGN vs ENTG
+42.3%
+17.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -1.9% |
| 7D | -13.9% | +5.1% | -19.0% | -14.3% |
| 30D | -7.1% | -8.5% | +1.4% | -6.6% |
| 3M | +13.9% | +6.7% | +7.2% | +11.5% |
| 6M | +3.2% | +17.7% | -14.5% | -0.8% |
| YTD | +19.2% | +63.5% | -44.2% | +9.9% |
| 1Y | +41.1% | +73.6% | -32.4% | +28.2% |
| All | +59.9% | +42.3% | +17.5% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling