+1,097.4%
ENTG vs COO
+1,245.6%
-148.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.5% |
| 7D | -17.1% | +4.7% | -21.8% | -19.2% |
| 30D | -23.0% | +13.9% | -36.9% | -28.5% |
| 3M | -10.2% | -14.9% | +4.7% | -5.0% |
| 6M | -17.8% | +2.0% | -19.8% | -22.0% |
| YTD | +52.4% | -23.9% | +76.3% | +68.1% |
| 1Y | +49.8% | -9.6% | +59.4% | +51.4% |
| 3Y | +42.1% | -25.4% | +67.6% | +54.3% |
| 5Y | -10.2% | -41.2% | +31.0% | +10.1% |
| 10Y | +756.0% | +42.1% | +713.9% | +586.9% |
| All | +1,097.4% | +1,245.6% | -148.2% | +327.6% |
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