+803.5%
ENTG vs EXEL
+325.9%
+477.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.4% |
| 7D | +22.8% | +1.6% | +21.2% | +22.4% |
| 30D | -4.9% | +17.4% | -22.2% | -8.3% |
| 3M | -4.8% | +38.6% | -43.4% | -11.8% |
| 6M | +5.6% | +41.2% | -35.6% | -3.0% |
| YTD | +82.4% | +59.3% | +23.1% | +62.3% |
| 1Y | +82.9% | +60.2% | +22.6% | +62.3% |
| 3Y | +62.1% | +232.6% | -170.4% | +16.9% |
| 5Y | +4.3% | +285.9% | -281.6% | -28.5% |
| All | +803.5% | +325.9% | +477.6% | +472.7% |
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