-48.2%
CMCSA vs ENTG
+21.6%
-69.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.4% | -8.0% | -6.8% |
| 7D | -8.3% | +8.9% | -17.2% | -9.2% |
| 30D | -2.4% | -0.8% | -1.6% | -2.6% |
| 3M | +4.5% | +6.6% | -2.0% | +2.1% |
| 6M | -18.8% | +22.1% | -40.8% | -23.0% |
| YTD | -8.9% | +70.2% | -79.1% | -18.7% |
| 1Y | -18.3% | +76.7% | -95.0% | -28.1% |
| 3Y | -35.0% | +50.5% | -85.4% | -44.1% |
| 5Y | -48.2% | +21.8% | -70.0% | -56.4% |
| All | -48.2% | +21.6% | -69.7% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling