+958.6%
EMR vs ENTG
+1,374.7%
-416.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +2.7% | +22.8% | -20.2% | -2.5% |
| 30D | +2.1% | -4.9% | +7.0% | +2.4% |
| 3M | +2.3% | -4.8% | +7.1% | +2.1% |
| 6M | +22.5% | +5.6% | +16.9% | +16.9% |
| YTD | +27.2% | +82.4% | -55.2% | +5.5% |
| 1Y | +28.0% | +82.9% | -54.8% | +5.9% |
| 3Y | +103.4% | +62.1% | +41.3% | +66.8% |
| 5Y | +88.2% | +4.3% | +83.9% | +62.5% |
| 10Y | +281.7% | +793.4% | -511.7% | +95.3% |
| All | +958.6% | +1,374.7% | -416.1% | +236.9% |
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