+259.7%
CMCSA vs ENTG
+1,234.5%
-974.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -1.9% |
| 7D | -2.1% | +2.8% | -4.9% | -2.7% |
| 30D | +7.0% | -4.7% | +11.7% | +7.5% |
| 3M | +15.1% | -0.7% | +15.8% | +11.8% |
| 6M | -15.4% | +7.7% | -23.1% | -20.3% |
| YTD | -1.9% | +65.1% | -67.0% | -16.4% |
| 1Y | -12.7% | +74.8% | -87.5% | -27.4% |
| 3Y | -31.0% | +36.9% | -67.9% | -42.4% |
| 5Y | -46.1% | +16.1% | -62.2% | -55.8% |
| 10Y | +10.8% | +740.3% | -729.5% | -44.7% |
| All | +259.7% | +1,234.5% | -974.8% | +4.8% |
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