+12.7%
EMR vs ENTG
+69.7%
-56.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.3% |
| 7D | -1.2% | +5.1% | -6.4% | -2.6% |
| 30D | -9.4% | -8.5% | -0.9% | -7.6% |
| 3M | +8.6% | +6.7% | +1.9% | +3.2% |
| 6M | +6.7% | +17.7% | -11.0% | -2.4% |
| YTD | +13.1% | +63.5% | -50.4% | -5.8% |
| 1Y | +12.7% | +73.6% | -60.8% | -7.3% |
| All | +12.7% | +69.7% | -56.9% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling