+1,197.2%
ENTG vs EXEL
+55.0%
+1,142.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.2% |
| 7D | +2.8% | +8.4% | -5.5% | +0.7% |
| 30D | -4.7% | +4.1% | -8.8% | -5.9% |
| 3M | -0.7% | +12.4% | -13.2% | -4.1% |
| 6M | +7.7% | +41.5% | -33.8% | -2.2% |
| YTD | +65.1% | +34.6% | +30.4% | +51.3% |
| 1Y | +74.8% | +57.9% | +16.9% | +53.0% |
| 3Y | +36.9% | +159.5% | -122.6% | +1.8% |
| 5Y | +16.1% | +198.5% | -182.4% | -18.1% |
| 10Y | +740.3% | +411.4% | +329.0% | +347.0% |
| All | +1,197.2% | +55.0% | +1,142.2% | +344.9% |
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 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