+21.8%
ENTG vs GSK
+47.3%
-25.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +8.9% | -3.6% | +12.5% | +9.4% |
| 30D | -0.8% | -5.9% | +5.1% | -0.1% |
| 3M | +6.6% | -4.3% | +10.8% | +6.6% |
| 6M | +22.1% | -10.8% | +32.9% | +23.9% |
| YTD | +70.2% | +1.8% | +68.4% | +68.0% |
| 1Y | +76.7% | +23.5% | +53.2% | +67.1% |
| 3Y | +50.5% | +49.5% | +0.9% | +34.3% |
| 5Y | +21.8% | +49.7% | -27.9% | +3.8% |
| All | +21.8% | +47.3% | -25.5% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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