+1,921.3%
ENTG vs ELV
+2,444.2%
-523.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +7.9% | +6.9% |
| 7D | +2.8% | +3.3% | -0.5% | +1.4% |
| 30D | -4.7% | +4.2% | -8.8% | -6.4% |
| 3M | -0.7% | -0.1% | -0.7% | -2.1% |
| 6M | +7.7% | +41.3% | -33.5% | -8.4% |
| YTD | +65.1% | +17.4% | +47.6% | +49.8% |
| 1Y | +74.8% | +35.1% | +39.7% | +49.3% |
| 3Y | +36.9% | -3.2% | +40.2% | +27.6% |
| 5Y | +16.1% | +15.6% | +0.5% | -3.4% |
| 10Y | +740.3% | +276.8% | +463.6% | +271.6% |
| All | +1,921.3% | +2,444.2% | -523.0% | +362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling