+4.9%
ENTG vs COMP
-14.2%
+19.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.7% | +8.6% | +10.7% |
| 7D | +7.9% | +2.2% | +5.8% | +7.5% |
| 30D | -3.6% | +16.3% | -19.9% | -7.5% |
| 3M | +2.7% | -19.1% | +21.9% | +6.8% |
| 6M | +3.6% | +17.1% | -13.6% | -1.9% |
| YTD | +83.6% | -2.9% | +86.5% | +78.4% |
| 1Y | +84.9% | +8.8% | +76.1% | +74.9% |
| 3Y | +63.2% | +423.5% | -360.3% | +0.2% |
| 5Y | +4.9% | -10.5% | +15.4% | -14.7% |
| All | +4.9% | -14.2% | +19.2% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling