+782.9%
ENTG vs EXEL
+375.2%
+407.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +2.7% |
| 7D | +1.2% | -4.9% | +6.1% | +2.3% |
| 30D | -12.9% | +11.4% | -24.3% | -15.1% |
| 3M | -3.1% | +4.9% | -8.0% | -4.5% |
| 6M | +21.0% | +34.4% | -13.4% | +12.6% |
| YTD | +67.0% | +28.0% | +39.0% | +56.7% |
| 1Y | +68.6% | +43.6% | +25.0% | +53.5% |
| 3Y | +48.6% | +155.2% | -106.6% | +15.4% |
| 5Y | +18.6% | +181.2% | -162.5% | -11.4% |
| All | +782.9% | +375.2% | +407.7% | +493.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling