+280.4%
EMR vs ENTG
+757.2%
-476.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.2% |
| 7D | +2.8% | +15.2% | -12.3% | -1.8% |
| 30D | +3.7% | -3.6% | +7.3% | +3.6% |
| 3M | +2.0% | -10.0% | +12.0% | +3.5% |
| 6M | +22.1% | +1.8% | +20.3% | +15.8% |
| YTD | +27.2% | +75.5% | -48.3% | +0.1% |
| 1Y | +32.0% | +82.4% | -50.4% | +2.3% |
| 3Y | +103.3% | +58.5% | +44.8% | +55.0% |
| 5Y | +88.2% | +0.4% | +87.9% | +56.6% |
| All | +280.4% | +757.2% | -476.8% | +45.0% |
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