+985.8%
CAH vs ENTG
+1,257.1%
-271.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.9% |
| 7D | +0.5% | +8.9% | -8.5% | -0.6% |
| 30D | +1.7% | -7.2% | +9.0% | +2.4% |
| 3M | +17.9% | +6.4% | +11.5% | +15.2% |
| 6M | +10.9% | +25.7% | -14.7% | +5.5% |
| YTD | +17.9% | +67.9% | -50.0% | +7.5% |
| 1Y | +61.7% | +72.4% | -10.7% | +45.7% |
| 3Y | +183.7% | +48.4% | +135.3% | +152.0% |
| 5Y | +401.3% | +20.1% | +381.3% | +341.3% |
| 10Y | +293.7% | +768.1% | -474.5% | +158.9% |
| All | +985.8% | +1,257.1% | -271.3% | +453.7% |
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