+6.1%
ENTG vs COMP
-56.6%
+62.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -8.2% | -4.5% | -10.8% |
| 7D | -22.0% | -1.8% | -20.2% | -21.8% |
| 30D | -25.2% | -0.8% | -24.4% | -25.5% |
| 3M | -14.2% | -28.1% | +13.9% | -8.4% |
| 6M | -16.3% | +27.0% | -43.3% | -22.5% |
| YTD | +48.5% | -12.8% | +61.3% | +48.1% |
| 1Y | +41.4% | +4.9% | +36.5% | +35.1% |
| 3Y | +36.7% | +321.0% | -284.3% | -10.3% |
| 5Y | -12.5% | -25.6% | +13.1% | -29.6% |
| All | +6.1% | -56.6% | +62.7% | -9.7% |
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 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