-30.4%
CMCSA vs ENTG
+47.4%
-77.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +0.1% | +8.9% | -8.8% | -0.4% |
| 30D | +3.8% | -7.2% | +11.1% | +4.1% |
| 3M | +12.3% | +6.4% | +5.9% | +10.7% |
| 6M | -15.4% | +25.7% | -41.1% | -18.8% |
| YTD | -2.5% | +67.9% | -70.4% | -10.3% |
| 1Y | -13.4% | +72.4% | -85.7% | -21.1% |
| 3Y | -30.4% | +48.4% | -78.8% | -41.3% |
| All | -30.4% | +47.4% | -77.8% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling