+39.0%
ENTG vs FICO
+4.8%
+34.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -16.7% | +22.8% | +8.2% |
| 7D | +2.8% | -19.2% | +22.0% | +5.3% |
| 30D | -4.7% | -14.6% | +9.9% | -3.3% |
| 3M | -0.7% | -20.1% | +19.4% | -0.8% |
| 6M | +7.7% | -36.3% | +44.0% | +14.0% |
| YTD | +65.1% | -44.9% | +109.9% | +82.9% |
| 1Y | +74.8% | -38.6% | +113.4% | +82.6% |
| All | +39.0% | +4.8% | +34.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 3y: compounded portfolio wealth divided by compounded FICO 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…
3y analysis · Full analysis span regression · 6 months rolling