+811.7%
ENTG vs CAPR
-77.3%
+889.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +1.5% |
| 7D | +8.9% | -12.6% | +21.6% | +9.4% |
| 30D | -0.8% | +124.4% | -125.2% | -4.0% |
| 3M | +6.6% | -66.8% | +73.3% | +8.1% |
| 6M | +22.1% | -71.8% | +93.9% | +24.4% |
| YTD | +70.2% | -70.1% | +140.2% | +72.7% |
| 1Y | +76.7% | +33.3% | +43.4% | +58.5% |
| 3Y | +50.5% | +36.7% | +13.8% | +28.2% |
| 5Y | +21.8% | +72.5% | -50.7% | +1.0% |
| 10Y | +811.7% | -77.3% | +889.0% | +631.2% |
| All | +811.7% | -77.3% | +889.0% | +631.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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