+216.5%
AZN vs ENTG
+797.5%
-581.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | +0.1% |
| 7D | -1.6% | +1.2% | -2.7% | -1.7% |
| 30D | +1.1% | -12.9% | +13.9% | +2.2% |
| 3M | -12.1% | -3.1% | -9.1% | -13.0% |
| 6M | -17.1% | +21.0% | -38.2% | -20.6% |
| YTD | -12.0% | +67.0% | -79.0% | -19.0% |
| 1Y | -0.2% | +68.6% | -68.9% | -8.9% |
| 3Y | +26.8% | +48.6% | -21.9% | +13.8% |
| 5Y | +56.9% | +18.6% | +38.3% | +39.9% |
| All | +216.5% | +797.5% | -581.0% | +97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling