+20.1%
ENTG vs ECL
+29.5%
-9.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +8.9% | -0.8% | +9.7% | +9.6% |
| 30D | -7.2% | -2.5% | -4.8% | -5.8% |
| 3M | +6.4% | +8.3% | -1.9% | -2.4% |
| 6M | +25.7% | -1.1% | +26.8% | +24.5% |
| YTD | +67.9% | +6.5% | +61.4% | +57.1% |
| 1Y | +72.4% | +2.1% | +70.3% | +66.0% |
| 3Y | +48.4% | +57.6% | -9.2% | -4.0% |
| 5Y | +20.1% | +28.1% | -8.0% | -19.7% |
| All | +20.1% | +29.5% | -9.5% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 5y: compounded portfolio wealth divided by compounded ECL 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…
5y analysis · Full analysis span regression · 6 months rolling