+0.2%
ENTG vs FICO
+91.4%
-91.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -3.9% |
| 7D | +15.2% | +2.2% | +13.0% | +14.6% |
| 30D | -3.6% | +0.1% | -3.7% | -4.5% |
| 3M | -10.0% | -35.2% | +25.2% | -2.5% |
| 6M | +1.8% | -32.4% | +34.1% | +3.1% |
| YTD | +75.5% | -57.4% | +132.9% | +112.5% |
| 1Y | +82.4% | -58.5% | +141.0% | +123.6% |
| 3Y | +58.5% | -28.9% | +87.4% | +29.3% |
| All | +0.2% | +91.4% | -91.2% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling