+782.9%
ENTG vs DGX
+255.3%
+527.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.4% |
| 7D | +1.2% | -0.9% | +2.1% | +1.6% |
| 30D | -12.9% | -1.2% | -11.7% | -12.4% |
| 3M | -3.1% | +15.8% | -18.8% | -10.1% |
| 6M | +21.0% | +18.2% | +2.8% | +10.3% |
| YTD | +67.0% | +37.2% | +29.8% | +41.6% |
| 1Y | +68.6% | +30.4% | +38.3% | +45.7% |
| 3Y | +48.6% | +96.7% | -48.1% | +1.1% |
| 5Y | +18.6% | +67.2% | -48.6% | -12.8% |
| All | +782.9% | +255.3% | +527.6% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling