+86.4%
ASML vs ENTG
-3.9%
+90.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.4% | -3.2% | +0.9% |
| 7D | -0.8% | -7.6% | +6.7% | +3.5% |
| 30D | -14.9% | -15.5% | +0.6% | -7.3% |
| 3M | -13.0% | -7.8% | -5.1% | -10.5% |
| 6M | -4.7% | -5.9% | +1.2% | -6.1% |
| YTD | +42.3% | +66.7% | -24.4% | -1.0% |
| 1Y | +49.7% | +62.1% | -12.4% | +5.0% |
| 3Y | +144.3% | +56.3% | +88.0% | +64.3% |
| 5Y | +86.4% | -3.8% | +90.2% | +68.5% |
| All | +86.4% | -3.9% | +90.2% | +68.5% |
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