+65.7%
ENTG vs COO
-7.7%
+73.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.9% | -12.4% | -6.5% |
| 7D | -10.3% | +8.4% | -18.8% | -10.4% |
| 30D | -14.4% | +13.5% | -27.8% | -15.0% |
| 3M | -1.1% | -13.8% | +12.6% | +2.0% |
| 6M | +3.0% | +4.7% | -1.7% | -2.3% |
| YTD | +70.1% | -21.4% | +91.5% | +111.5% |
| 1Y | +65.7% | -6.7% | +72.5% | +82.8% |
| All | +65.7% | -7.7% | +73.4% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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