+764.3%
ENTG vs EXEL
+386.3%
+378.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.6% |
| 7D | +5.1% | -2.9% | +8.0% | +5.8% |
| 30D | -8.5% | +11.9% | -20.4% | -10.9% |
| 3M | +6.7% | +9.2% | -2.5% | +4.3% |
| 6M | +17.7% | +39.1% | -21.4% | +8.7% |
| YTD | +63.5% | +31.0% | +32.4% | +52.6% |
| 1Y | +73.6% | +52.3% | +21.2% | +56.0% |
| 3Y | +44.6% | +159.7% | -115.2% | +11.8% |
| 5Y | +16.1% | +187.7% | -171.6% | -13.7% |
| All | +764.3% | +386.3% | +378.0% | +478.5% |
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