+40.0%
CVS vs ENTG
+797.5%
-757.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.9% |
| 7D | -2.2% | +1.2% | -3.3% | -2.3% |
| 30D | -0.1% | -12.9% | +12.8% | +1.3% |
| 3M | -5.2% | -3.1% | -2.2% | -6.1% |
| 6M | +26.9% | +21.0% | +5.9% | +21.4% |
| YTD | +22.1% | +67.0% | -44.9% | +11.5% |
| 1Y | +30.8% | +68.6% | -37.8% | +18.5% |
| 3Y | +54.4% | +48.6% | +5.8% | +37.4% |
| 5Y | +33.4% | +18.6% | +14.7% | +18.0% |
| All | +40.0% | +797.5% | -757.5% | -15.2% |
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