+1,197.2%
ENTG vs GSK
+177.2%
+1,020.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.1% | +7.2% |
| 7D | +2.8% | -1.8% | +4.7% | +3.8% |
| 30D | -4.7% | -2.2% | -2.5% | -4.0% |
| 3M | -0.7% | -1.8% | +1.1% | -1.6% |
| 6M | +7.7% | -10.6% | +18.3% | +12.4% |
| YTD | +65.1% | +4.4% | +60.6% | +56.1% |
| 1Y | +74.8% | +30.4% | +44.4% | +43.3% |
| 3Y | +36.9% | +60.1% | -23.2% | -5.8% |
| 5Y | +16.1% | +46.8% | -30.7% | -18.8% |
| 10Y | +740.3% | +79.2% | +661.1% | +394.7% |
| All | +1,197.2% | +177.2% | +1,020.0% | +348.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling