+31.2%
ENTG vs COMP
-51.7%
+82.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.7% | +8.6% | +10.7% |
| 7D | +7.9% | +2.2% | +5.8% | +7.6% |
| 30D | -3.6% | +16.3% | -19.9% | -7.4% |
| 3M | +2.7% | -19.1% | +21.9% | +6.7% |
| 6M | +3.6% | +17.1% | -13.6% | -1.8% |
| YTD | +83.6% | -2.9% | +86.5% | +78.6% |
| 1Y | +84.9% | +8.8% | +76.1% | +75.2% |
| 3Y | +63.2% | +423.5% | -360.3% | +2.1% |
| 5Y | +4.9% | -10.5% | +15.4% | -18.3% |
| All | +31.2% | -51.7% | +82.9% | +9.0% |
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