+1,197.2%
ENTG vs NOC
+2,854.5%
-1,657.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.7% | +7.4% |
| 7D | +2.8% | -5.2% | +8.0% | +5.5% |
| 30D | -4.7% | -7.2% | +2.5% | -1.5% |
| 3M | -0.7% | -5.1% | +4.4% | +0.1% |
| 6M | +7.7% | -31.1% | +38.8% | +27.4% |
| YTD | +65.1% | -8.6% | +73.7% | +67.0% |
| 1Y | +74.8% | -9.7% | +84.5% | +77.4% |
| 3Y | +36.9% | +24.3% | +12.6% | +9.3% |
| 5Y | +16.1% | +52.6% | -36.5% | -23.9% |
| 10Y | +740.3% | +183.6% | +556.7% | +232.2% |
| All | +1,197.2% | +2,854.5% | -1,657.3% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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