+3,747.9%
COST vs ENTG
+1,257.1%
+2,490.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | -3.2% | +8.9% | -12.1% | -4.4% |
| 30D | -4.0% | -7.2% | +3.3% | -3.2% |
| 3M | -6.5% | +6.4% | -12.9% | -9.2% |
| 6M | -8.5% | +25.7% | -34.2% | -14.3% |
| YTD | +6.0% | +67.9% | -61.8% | -5.7% |
| 1Y | -5.8% | +72.4% | -78.2% | -17.2% |
| 3Y | +71.8% | +48.4% | +23.4% | +49.3% |
| 5Y | +106.2% | +20.1% | +86.2% | +79.7% |
| 10Y | +602.0% | +768.1% | -166.1% | +338.4% |
| All | +3,747.9% | +1,257.1% | +2,490.8% | +1,502.1% |
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