+65.7%
ENTG vs EXEL
+92.4%
-26.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.5% |
| 7D | -10.3% | +9.8% | -20.1% | -11.3% |
| 30D | -14.4% | +23.6% | -38.0% | -16.8% |
| 3M | -1.1% | +29.9% | -31.0% | -4.6% |
| 6M | +3.0% | +64.7% | -61.7% | -5.5% |
| YTD | +70.1% | +66.0% | +4.1% | +52.7% |
| 1Y | +65.7% | +92.0% | -26.2% | +39.1% |
| All | +65.7% | +92.4% | -26.7% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling