+13.0%
CVS vs ENTG
-0.3%
+13.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.3% |
| 7D | +6.6% | +15.2% | -8.6% | +5.8% |
| 30D | -0.4% | -3.6% | +3.2% | -0.4% |
| 3M | -5.3% | -10.0% | +4.7% | -5.0% |
| 6M | -7.7% | +1.8% | -9.5% | -8.8% |
| YTD | +16.0% | +75.5% | -59.5% | +9.7% |
| 1Y | +16.2% | +82.4% | -66.2% | +9.5% |
| 3Y | +47.6% | +58.5% | -10.9% | +37.9% |
| All | +13.0% | -0.3% | +13.2% | +6.8% |
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