+5,355.5%
BLK vs ENTG
+1,275.8%
+4,079.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.5% |
| 7D | -2.7% | +8.9% | -11.6% | -4.7% |
| 30D | -4.8% | -0.8% | -3.9% | -5.0% |
| 3M | +6.5% | +6.6% | -0.1% | +1.8% |
| 6M | +13.1% | +22.1% | -8.9% | +3.6% |
| YTD | +1.8% | +70.2% | -68.4% | -14.6% |
| 1Y | -1.0% | +76.7% | -77.7% | -18.5% |
| 3Y | +66.0% | +50.5% | +15.5% | +36.0% |
| 5Y | +31.2% | +21.8% | +9.4% | +8.7% |
| 10Y | +278.5% | +811.7% | -533.2% | +92.1% |
| All | +5,355.5% | +1,275.8% | +4,079.7% | +1,708.9% |
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