+63.4%
ENTG vs COMP
+25.5%
+38.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.7% | +3.8% | +7.9% |
| 7D | -7.6% | +14.5% | -22.1% | -10.9% |
| 30D | -15.5% | +14.9% | -30.4% | -19.0% |
| 3M | -7.8% | -14.2% | +6.4% | -4.0% |
| 6M | -5.9% | +23.7% | -29.7% | -13.9% |
| YTD | +66.7% | +2.1% | +64.7% | +52.8% |
| All | +63.4% | +25.5% | +38.0% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling