+15.3%
ENTG vs NYT
+38.8%
-23.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | -12.9% | +4.6% | -17.4% | -14.4% |
| 3M | -3.1% | -9.6% | +6.5% | -1.4% |
| 6M | +21.0% | -14.0% | +35.0% | +25.4% |
| YTD | +67.0% | -2.8% | +69.8% | +62.5% |
| 1Y | +68.6% | +15.6% | +53.0% | +49.8% |
| 3Y | +48.6% | +56.3% | -7.7% | +10.2% |
| All | +15.3% | +38.8% | -23.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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