+4.9%
ENTG vs GSK
+43.9%
-39.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -1.2% | +12.5% | +11.4% |
| 7D | +7.9% | -1.1% | +9.0% | +8.0% |
| 30D | -3.6% | +7.8% | -11.4% | -4.3% |
| 3M | +2.7% | +0.3% | +2.4% | +2.6% |
| 6M | +3.6% | +3.4% | +0.1% | +2.2% |
| YTD | +83.6% | +5.9% | +77.7% | +80.4% |
| 1Y | +84.9% | +8.2% | +76.6% | +80.8% |
| 3Y | +63.2% | +65.3% | -2.1% | +43.1% |
| 5Y | +4.9% | +43.3% | -38.4% | -10.8% |
| All | +4.9% | +43.9% | -39.0% | -10.8% |
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