+1,067.2%
ENTG vs FICO
+5,301.2%
-4,234.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.9% | -13.6% | -13.1% |
| 7D | -22.0% | -0.3% | -21.8% | -22.0% |
| 30D | -25.2% | +1.7% | -26.9% | -27.7% |
| 3M | -14.2% | -35.2% | +21.0% | -2.7% |
| 6M | -16.3% | -33.7% | +17.3% | -11.9% |
| YTD | +48.5% | -58.2% | +106.7% | +91.7% |
| 1Y | +41.4% | -56.6% | +98.0% | +78.3% |
| 3Y | +36.7% | -24.0% | +60.7% | +16.5% |
| 5Y | -12.5% | +86.1% | -98.6% | -56.3% |
| 10Y | +734.4% | +522.8% | +211.6% | +99.7% |
| All | +1,067.2% | +5,301.2% | -4,234.0% | -20.9% |
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