+1,212.5%
ENTG vs NYT
+131.0%
+1,081.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | +1.2% | -0.6% | +1.8% | +1.5% |
| 30D | -12.9% | +4.6% | -17.4% | -14.9% |
| 3M | -3.1% | -9.6% | +6.5% | -0.9% |
| 6M | +21.0% | -14.0% | +35.0% | +26.1% |
| YTD | +67.0% | -2.8% | +69.8% | +62.9% |
| 1Y | +68.6% | +15.6% | +53.0% | +49.7% |
| 3Y | +48.6% | +56.3% | -7.7% | +10.9% |
| 5Y | +18.6% | +39.5% | -20.9% | -9.3% |
| 10Y | +794.8% | +488.0% | +306.7% | +188.8% |
| All | +1,212.5% | +131.0% | +1,081.4% | +438.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling