+15.3%
ENTG vs BR
+8.0%
+7.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +1.2% | -3.0% | +4.1% | +2.7% |
| 30D | -12.9% | -0.3% | -12.6% | -13.3% |
| 3M | -3.1% | +17.3% | -20.4% | -13.7% |
| 6M | +21.0% | -6.7% | +27.7% | +24.6% |
| YTD | +67.0% | -23.4% | +90.4% | +97.9% |
| 1Y | +68.6% | -32.7% | +101.3% | +123.3% |
| 3Y | +48.6% | -5.9% | +54.5% | +40.5% |
| All | +15.3% | +8.0% | +7.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling