+104.7%
COST vs ENTG
+15.6%
+89.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.4% |
| 7D | -2.5% | +5.1% | -7.6% | -3.1% |
| 30D | -4.4% | -8.5% | +4.1% | -3.7% |
| 3M | -8.1% | +6.7% | -14.8% | -10.6% |
| 6M | -9.2% | +17.7% | -27.0% | -14.0% |
| YTD | +5.1% | +63.5% | -58.4% | -6.6% |
| 1Y | -5.1% | +73.6% | -78.7% | -17.5% |
| 3Y | +70.4% | +44.6% | +25.8% | +45.9% |
| 5Y | +104.7% | +16.1% | +88.6% | +76.9% |
| All | +104.7% | +15.6% | +89.1% | +76.9% |
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