+114.0%
CSCO vs ENTG
+18.8%
+95.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -0.5% | +8.9% | -9.5% | -2.1% |
| 30D | -10.1% | -7.2% | -2.9% | -9.1% |
| 3M | -11.7% | +6.4% | -18.1% | -14.0% |
| 6M | +40.1% | +25.7% | +14.4% | +31.3% |
| YTD | +43.8% | +67.9% | -24.1% | +27.3% |
| 1Y | +66.6% | +72.4% | -5.8% | +45.2% |
| 3Y | +108.5% | +48.4% | +60.1% | +77.8% |
| 5Y | +114.0% | +20.1% | +93.9% | +81.5% |
| All | +114.0% | +18.8% | +95.2% | +81.5% |
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