+25.4%
ENTG vs COMP
-52.0%
+77.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.2% |
| 7D | +15.2% | 0.0% | +15.2% | +15.2% |
| 30D | -3.6% | +16.6% | -20.2% | -7.5% |
| 3M | -10.0% | -23.5% | +13.6% | -5.2% |
| 6M | +1.8% | +25.7% | -24.0% | -5.0% |
| YTD | +75.5% | -3.4% | +78.9% | +70.9% |
| 1Y | +82.4% | +7.6% | +74.8% | +73.3% |
| 3Y | +58.5% | +423.6% | -365.1% | -0.9% |
| 5Y | +0.4% | -10.6% | +10.9% | -21.8% |
| All | +25.4% | -52.0% | +77.3% | +4.3% |
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