+4.7%
CMCSA vs ENTG
+757.2%
-752.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.2% | +2.0% |
| 7D | +3.2% | +15.2% | -12.0% | +0.9% |
| 30D | +19.5% | -3.6% | +23.2% | +19.1% |
| 3M | -2.4% | -10.0% | +7.5% | -2.2% |
| 6M | +3.8% | +1.8% | +2.1% | -0.4% |
| YTD | -5.4% | +75.5% | -80.9% | -20.1% |
| 1Y | +1.1% | +82.4% | -81.3% | -15.6% |
| 3Y | -27.1% | +58.5% | -85.6% | -41.2% |
| 5Y | -40.3% | +0.4% | -40.6% | -48.9% |
| All | +4.7% | +757.2% | -752.5% | -49.0% |
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