+20.1%
ENTG vs EXEL
+195.7%
-175.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.2% |
| 7D | +8.9% | +1.4% | +7.6% | +8.6% |
| 30D | -7.2% | +6.7% | -13.9% | -8.8% |
| 3M | +6.4% | +11.5% | -5.1% | +3.4% |
| 6M | +25.7% | +38.8% | -13.1% | +15.4% |
| YTD | +67.9% | +31.6% | +36.3% | +55.7% |
| 1Y | +72.4% | +53.0% | +19.4% | +53.3% |
| 3Y | +48.4% | +160.8% | -112.4% | +9.6% |
| 5Y | +20.1% | +190.1% | -170.0% | -21.4% |
| All | +20.1% | +195.7% | -175.7% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling