+1,197.2%
ENTG vs COO
+1,401.6%
-204.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.6% | +6.9% |
| 7D | +2.8% | -2.2% | +5.1% | +3.9% |
| 30D | -4.7% | -7.0% | +2.3% | -1.5% |
| 3M | -0.7% | +12.2% | -12.9% | -8.1% |
| 6M | +7.7% | -15.1% | +22.8% | +14.7% |
| YTD | +65.1% | -15.1% | +80.2% | +76.1% |
| 1Y | +74.8% | +2.3% | +72.5% | +68.9% |
| 3Y | +36.9% | -23.7% | +60.6% | +49.7% |
| 5Y | +16.1% | -38.9% | +55.0% | +42.2% |
| 10Y | +740.3% | +49.9% | +690.4% | +568.2% |
| All | +1,197.2% | +1,401.6% | -204.4% | +347.8% |
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