+1,237.3%
ENTG vs DGX
+1,378.4%
-141.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +8.9% | -2.2% | +11.1% | +10.0% |
| 30D | -0.8% | -0.9% | +0.1% | -0.5% |
| 3M | +6.6% | +15.6% | -9.0% | -1.4% |
| 6M | +22.1% | +17.8% | +4.3% | +11.1% |
| YTD | +70.2% | +37.5% | +32.7% | +43.9% |
| 1Y | +76.7% | +31.2% | +45.6% | +52.0% |
| 3Y | +50.5% | +96.6% | -46.1% | +3.9% |
| 5Y | +21.8% | +64.9% | -43.1% | -8.9% |
| 10Y | +811.7% | +254.6% | +557.1% | +353.5% |
| All | +1,237.3% | +1,378.4% | -141.0% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling