+15.3%
ENTG vs JBL
+409.3%
-394.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.9% | -2.0% |
| 7D | +1.2% | +2.4% | -1.2% | -0.8% |
| 30D | -12.9% | -13.1% | +0.3% | -2.2% |
| 3M | -3.1% | -15.6% | +12.5% | +13.1% |
| 6M | +21.0% | +24.6% | -3.6% | +5.5% |
| YTD | +67.0% | +39.6% | +27.4% | +32.8% |
| 1Y | +68.6% | +48.6% | +20.0% | +26.7% |
| 3Y | +48.6% | +197.3% | -148.6% | -41.2% |
| All | +15.3% | +409.3% | -394.0% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling