+1,279.2%
ENTG vs NOC
+3,057.9%
-1,778.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | +15.2% | +4.8% | +10.3% | +12.6% |
| 30D | -3.6% | +11.0% | -14.7% | -8.9% |
| 3M | -10.0% | -3.8% | -6.2% | -9.4% |
| 6M | +1.8% | +0.6% | +1.1% | -1.4% |
| YTD | +75.5% | -2.3% | +77.8% | +70.1% |
| 1Y | +82.4% | +0.3% | +82.2% | +74.1% |
| 3Y | +58.5% | +24.6% | +33.9% | +27.2% |
| 5Y | +0.4% | +66.0% | -65.6% | -37.2% |
| 10Y | +759.6% | +161.2% | +598.4% | +262.7% |
| All | +1,279.2% | +3,057.9% | -1,778.7% | +33.3% |
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