+606.1%
COST vs ENTG
+797.5%
-191.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | -1.2% | +1.2% | -2.4% | -1.4% |
| 30D | -4.7% | -12.9% | +8.1% | -3.0% |
| 3M | -7.1% | -3.1% | -4.1% | -8.6% |
| 6M | -8.5% | +21.0% | -29.5% | -14.5% |
| YTD | +5.4% | +67.0% | -61.6% | -8.2% |
| 1Y | -5.6% | +68.6% | -74.3% | -18.8% |
| 3Y | +68.5% | +48.6% | +19.9% | +41.5% |
| 5Y | +105.2% | +18.6% | +86.6% | +72.9% |
| All | +606.1% | +797.5% | -191.4% | +285.6% |
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