+42.1%
ENTG vs D
+79.5%
-37.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.5% |
| 7D | -17.1% | +3.0% | -20.1% | -16.9% |
| 30D | -23.0% | +11.5% | -34.5% | -22.7% |
| 3M | -10.2% | +3.7% | -14.0% | -9.7% |
| 6M | -17.8% | +13.5% | -31.3% | -17.9% |
| YTD | +52.4% | +20.7% | +31.6% | +50.7% |
| 1Y | +49.8% | +18.2% | +31.6% | +48.5% |
| 3Y | +42.1% | +73.3% | -31.2% | +29.3% |
| All | +42.1% | +79.5% | -37.4% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 3y: compounded portfolio wealth divided by compounded D 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…
3y analysis · Full analysis span regression · 6 months rolling