+17.9%
ENTG vs COMP
-53.0%
+70.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.4% | +0.6% |
| 7D | -9.3% | +7.2% | -16.5% | -10.8% |
| 30D | -16.4% | +6.4% | -22.8% | -18.1% |
| 3M | -3.8% | -19.4% | +15.6% | -0.1% |
| 6M | -6.9% | +14.6% | -21.5% | -11.3% |
| YTD | +65.0% | -5.5% | +70.5% | +61.4% |
| 1Y | +61.7% | +13.7% | +48.0% | +51.6% |
| 3Y | +46.6% | +409.7% | -363.1% | -7.8% |
| 5Y | -2.7% | -17.0% | +14.3% | -23.4% |
| All | +17.9% | -53.0% | +70.9% | -1.5% |
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