+19.1%
ENTG vs COMP
-49.2%
+68.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.7% | +3.8% | +8.1% |
| 7D | -7.6% | +14.5% | -22.1% | -10.4% |
| 30D | -15.5% | +14.9% | -30.4% | -18.6% |
| 3M | -7.8% | -14.2% | +6.4% | -5.5% |
| 6M | -5.9% | +23.7% | -29.7% | -11.9% |
| YTD | +66.7% | +2.1% | +64.7% | +60.4% |
| 1Y | +62.1% | +26.2% | +35.9% | +48.5% |
| 3Y | +56.3% | +470.9% | -414.6% | -4.1% |
| 5Y | -3.8% | -14.0% | +10.2% | -25.2% |
| All | +19.1% | -49.2% | +68.4% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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