+6.0%
CMCSA vs ENTG
+778.5%
-772.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +3.0% |
| 7D | -5.6% | +5.1% | -10.7% | -6.4% |
| 30D | -1.9% | -8.5% | +6.7% | -0.8% |
| 3M | +6.4% | +6.7% | -0.3% | +2.7% |
| 6M | -16.9% | +17.7% | -34.7% | -22.5% |
| YTD | -6.8% | +63.5% | -70.3% | -19.5% |
| 1Y | -15.9% | +73.6% | -89.5% | -29.1% |
| 3Y | -33.4% | +44.6% | -78.0% | -44.9% |
| 5Y | -46.7% | +16.1% | -62.8% | -56.2% |
| All | +6.0% | +778.5% | -772.6% | -51.0% |
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