+42.1%
ENTG vs COMP
+353.8%
-311.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.7% | -8.1% | 0.0% |
| 7D | -17.1% | +13.4% | -30.6% | -19.6% |
| 30D | -23.0% | +11.1% | -34.1% | -25.4% |
| 3M | -10.2% | -18.8% | +8.6% | -6.5% |
| 6M | -17.8% | +10.5% | -28.3% | -21.2% |
| YTD | +52.4% | -3.4% | +55.8% | +47.4% |
| 1Y | +49.8% | +19.7% | +30.1% | +37.8% |
| 3Y | +42.1% | +381.6% | -339.5% | -8.2% |
| All | +42.1% | +353.8% | -311.6% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling