+65.7%
ENTG vs JBL
+20.8%
+44.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.8% | -1.6% | -1.8% |
| 7D | -10.3% | -11.1% | +0.8% | +0.5% |
| 30D | -14.4% | -14.1% | -0.3% | -0.7% |
| 3M | -1.1% | -23.9% | +22.8% | +28.0% |
| 6M | +3.0% | -24.1% | +27.1% | +37.7% |
| YTD | +70.1% | +13.5% | +56.6% | +69.1% |
| 1Y | +65.7% | +23.7% | +42.0% | +52.4% |
| All | +65.7% | +20.8% | +44.9% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling