+51.5%
ENTG vs ELV
-7.6%
+59.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.4% |
| 7D | +8.9% | -2.2% | +11.1% | +9.0% |
| 30D | -0.8% | -0.2% | -0.6% | -0.8% |
| 3M | +6.6% | -6.1% | +12.7% | +7.0% |
| 6M | +22.1% | +42.8% | -20.7% | +18.5% |
| YTD | +70.2% | +14.4% | +55.8% | +66.9% |
| 1Y | +76.7% | +28.6% | +48.1% | +72.8% |
| All | +51.5% | -7.6% | +59.1% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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