+17.9%
ENTG vs COMP
-47.7%
+65.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.6% | +6.0% |
| 7D | +2.8% | +1.4% | +1.5% | +2.5% |
| 30D | -4.7% | -13.3% | +8.6% | -1.7% |
| 3M | -0.7% | +41.1% | -41.8% | -8.7% |
| 6M | +7.7% | +17.2% | -9.5% | +2.2% |
| YTD | +65.1% | +5.2% | +59.9% | +59.0% |
| 1Y | +74.8% | +18.9% | +55.9% | +62.5% |
| 3Y | +36.9% | +215.9% | -179.0% | -4.3% |
| 5Y | +16.1% | -31.2% | +47.3% | -7.2% |
| All | +17.9% | -47.7% | +65.6% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling