+704.9%
AMGN vs ENTG
+1,257.1%
-552.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.7% | -11.8% | -10.3% |
| 7D | -10.3% | +8.9% | -19.2% | -11.3% |
| 30D | -3.8% | -7.2% | +3.5% | -3.1% |
| 3M | +14.4% | +6.4% | +8.0% | +11.7% |
| 6M | +7.8% | +25.7% | -17.8% | +2.3% |
| YTD | +22.6% | +67.9% | -45.3% | +11.3% |
| 1Y | +44.2% | +72.4% | -28.1% | +29.6% |
| 3Y | +65.8% | +48.4% | +17.4% | +47.8% |
| 5Y | +108.0% | +20.1% | +87.9% | +83.3% |
| 10Y | +209.9% | +768.1% | -558.3% | +101.2% |
| All | +704.9% | +1,257.1% | -552.2% | +274.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling