+16.2%
ENTG vs COO
-38.8%
+55.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.6% | +7.1% |
| 7D | +2.8% | -2.2% | +5.1% | +4.2% |
| 30D | -4.7% | -7.0% | +2.3% | -0.7% |
| 3M | -0.7% | +12.2% | -12.9% | -10.6% |
| 6M | +7.7% | -15.1% | +22.8% | +18.1% |
| YTD | +65.1% | -15.1% | +80.2% | +81.3% |
| 1Y | +74.8% | +2.3% | +72.5% | +67.0% |
| 3Y | +36.9% | -23.7% | +60.6% | +51.8% |
| All | +16.2% | -38.8% | +55.0% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling