+103.4%
AMGN vs ENTG
+16.8%
+86.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.5% |
| 7D | -13.7% | +1.2% | -14.9% | -13.8% |
| 30D | -8.8% | -12.9% | +4.1% | -8.0% |
| 3M | +7.2% | -3.1% | +10.3% | +6.5% |
| 6M | +1.3% | +21.0% | -19.7% | -1.8% |
| YTD | +17.6% | +67.0% | -49.4% | +10.9% |
| 1Y | +37.2% | +68.6% | -31.5% | +28.7% |
| 3Y | +57.7% | +48.6% | +9.1% | +47.0% |
| All | +103.4% | +16.8% | +86.6% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling