+1,279.2%
ENTG vs EXEL
+81.3%
+1,197.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.5% |
| 7D | +15.2% | -0.8% | +16.0% | +15.5% |
| 30D | -3.6% | +13.1% | -16.8% | -6.6% |
| 3M | -10.0% | +36.3% | -46.3% | -17.0% |
| 6M | +1.8% | +34.5% | -32.7% | -6.3% |
| YTD | +75.5% | +57.4% | +18.1% | +54.5% |
| 1Y | +82.4% | +62.9% | +19.5% | +59.0% |
| 3Y | +58.5% | +229.5% | -171.0% | +11.1% |
| 5Y | +0.4% | +281.2% | -280.9% | -33.2% |
| 10Y | +759.6% | +320.7% | +438.9% | +390.6% |
| All | +1,279.2% | +81.3% | +1,197.9% | +354.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling