+613.9%
CVS vs ENTG
+1,234.5%
-620.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.6% | -1.2% |
| 7D | +4.0% | +2.8% | +1.1% | +3.5% |
| 30D | -2.4% | -4.7% | +2.3% | -2.1% |
| 3M | +2.7% | -0.7% | +3.4% | +1.1% |
| 6M | +21.9% | +7.7% | +14.2% | +18.1% |
| YTD | +24.7% | +65.1% | -40.3% | +13.7% |
| 1Y | +35.4% | +74.8% | -39.3% | +21.7% |
| 3Y | +65.2% | +36.9% | +28.3% | +48.5% |
| 5Y | +30.5% | +16.1% | +14.4% | +15.7% |
| 10Y | +40.4% | +740.3% | -700.0% | -8.7% |
| All | +613.9% | +1,234.5% | -620.6% | +251.1% |
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