+268.5%
EMR vs ENTG
+814.5%
-546.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | +0.9% | +8.9% | -8.0% | -1.8% |
| 30D | -5.0% | -0.8% | -4.1% | -5.1% |
| 3M | +5.9% | +6.6% | -0.6% | +0.8% |
| 6M | +7.3% | +22.1% | -14.8% | -3.0% |
| YTD | +14.6% | +70.2% | -55.6% | -7.6% |
| 1Y | +15.6% | +76.7% | -61.1% | -9.1% |
| 3Y | +60.2% | +50.5% | +9.7% | +25.7% |
| 5Y | +65.8% | +21.8% | +44.0% | +29.4% |
| All | +268.5% | +814.5% | -546.0% | +37.3% |
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 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