+1,210.4%
ENTG vs COO
+1,279.5%
-69.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.5% | +6.9% | +8.2% |
| 7D | -7.6% | +4.3% | -11.9% | -9.6% |
| 30D | -15.5% | +17.6% | -33.0% | -22.7% |
| 3M | -7.8% | -13.9% | +6.0% | -3.0% |
| 6M | -5.9% | +6.6% | -12.5% | -12.6% |
| YTD | +66.7% | -22.0% | +88.7% | +82.0% |
| 1Y | +62.1% | -8.8% | +70.9% | +63.3% |
| 3Y | +56.3% | -21.5% | +77.7% | +65.5% |
| 5Y | -3.8% | -41.0% | +37.2% | +17.8% |
| 10Y | +770.1% | +40.9% | +729.2% | +600.7% |
| All | +1,210.4% | +1,279.5% | -69.0% | +362.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling