+393.6%
COHR vs ENTG
+16.8%
+376.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +2.7% |
| 7D | +8.3% | +1.2% | +7.2% | +7.6% |
| 30D | -14.1% | -12.9% | -1.3% | -5.4% |
| 3M | -16.0% | -3.1% | -13.0% | -12.8% |
| 6M | +21.5% | +21.0% | +0.5% | +9.2% |
| YTD | +65.4% | +67.0% | -1.6% | +20.4% |
| 1Y | +195.0% | +68.6% | +126.4% | +110.1% |
| 3Y | +830.2% | +48.6% | +781.5% | +601.5% |
| All | +393.6% | +16.8% | +376.7% | +293.2% |
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