+881.6%
AXP vs ENTG
+1,234.5%
-352.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -2.8% |
| 7D | -2.1% | +2.8% | -4.9% | -3.0% |
| 30D | -6.5% | -4.7% | -1.9% | -5.9% |
| 3M | +4.6% | -0.7% | +5.4% | +1.2% |
| 6M | +5.4% | +7.7% | -2.3% | -1.8% |
| YTD | -11.1% | +65.1% | -76.2% | -27.5% |
| 1Y | -0.3% | +74.8% | -75.1% | -21.0% |
| 3Y | +111.6% | +36.9% | +74.7% | +71.3% |
| 5Y | +117.6% | +16.1% | +101.5% | +74.6% |
| 10Y | +474.1% | +740.3% | -266.2% | +152.6% |
| All | +881.6% | +1,234.5% | -352.9% | +125.2% |
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