+865.7%
EMR vs ENTG
+1,234.5%
-368.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.4% | +0.3% |
| 7D | -1.5% | +2.8% | -4.4% | -2.2% |
| 30D | -5.6% | -4.7% | -0.9% | -4.9% |
| 3M | +7.9% | -0.7% | +8.7% | +5.8% |
| 6M | +6.0% | +7.7% | -1.7% | +1.4% |
| YTD | +16.4% | +65.1% | -48.6% | 0.0% |
| 1Y | +16.6% | +74.8% | -58.2% | -2.1% |
| 3Y | +62.9% | +36.9% | +26.0% | +40.2% |
| 5Y | +60.1% | +16.1% | +44.0% | +36.2% |
| 10Y | +268.7% | +740.3% | -471.6% | +93.7% |
| All | +865.7% | +1,234.5% | -368.8% | +218.4% |
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