+15.3%
ENTG vs ELV
+25.1%
-9.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.1% |
| 7D | +1.2% | +3.2% | -2.0% | +0.8% |
| 30D | -12.9% | +5.4% | -18.2% | -13.4% |
| 3M | -3.1% | +5.4% | -8.4% | -3.8% |
| 6M | +21.0% | +45.7% | -24.7% | +14.1% |
| YTD | +67.0% | +21.2% | +45.8% | +60.9% |
| 1Y | +68.6% | +35.6% | +33.0% | +60.0% |
| 3Y | +48.6% | -2.0% | +50.6% | +45.9% |
| All | +15.3% | +25.1% | -9.8% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling