+174.1%
CSCO vs ENTG
+1,234.5%
-1,060.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.6% | -1.1% |
| 7D | -0.7% | +2.8% | -3.5% | -1.5% |
| 30D | -10.1% | -4.7% | -5.4% | -9.4% |
| 3M | -15.7% | -0.7% | -15.0% | -17.6% |
| 6M | +36.3% | +7.7% | +28.6% | +28.4% |
| YTD | +43.8% | +65.1% | -21.2% | +19.5% |
| 1Y | +63.9% | +74.8% | -10.9% | +32.0% |
| 3Y | +104.4% | +36.9% | +67.4% | +65.5% |
| 5Y | +111.4% | +16.1% | +95.2% | +67.2% |
| 10Y | +361.7% | +740.3% | -378.7% | +93.9% |
| All | +174.1% | +1,234.5% | -1,060.4% | -41.3% |
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