+1,197.2%
ENTG vs FICO
+7,018.1%
-5,820.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -16.7% | +22.8% | +14.5% |
| 7D | +2.8% | -19.2% | +22.0% | +12.6% |
| 30D | -4.7% | -14.6% | +9.9% | +0.9% |
| 3M | -0.7% | -20.1% | +19.4% | +3.5% |
| 6M | +7.7% | -36.3% | +44.0% | +21.5% |
| YTD | +65.1% | -44.9% | +109.9% | +98.7% |
| 1Y | +74.8% | -38.6% | +113.4% | +93.8% |
| 3Y | +36.9% | +4.0% | +32.9% | +6.1% |
| 5Y | +16.1% | +99.5% | -83.4% | -39.5% |
| 10Y | +740.3% | +604.7% | +135.7% | +103.8% |
| All | +1,197.2% | +7,018.1% | -5,820.9% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling