+710.6%
AZN vs ENTG
+1,275.8%
-565.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.1% |
| 7D | -2.9% | +8.9% | -11.8% | -3.8% |
| 30D | -3.1% | -0.8% | -2.3% | -3.2% |
| 3M | -14.4% | +6.6% | -21.0% | -16.2% |
| 6M | -19.5% | +22.1% | -41.6% | -22.7% |
| YTD | -13.8% | +70.2% | -83.9% | -20.4% |
| 1Y | -2.4% | +76.7% | -79.1% | -10.8% |
| 3Y | +21.3% | +50.5% | -29.2% | +9.9% |
| 5Y | +53.6% | +21.8% | +31.8% | +38.4% |
| 10Y | +220.1% | +811.7% | -591.6% | +124.2% |
| All | +710.6% | +1,275.8% | -565.1% | +363.1% |
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 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