+4.3%
ENTG vs OMC
+48.8%
-44.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.5% |
| 7D | +22.8% | -0.3% | +23.1% | +23.1% |
| 30D | -4.9% | +10.6% | -15.5% | -10.6% |
| 3M | -4.8% | +2.6% | -7.4% | -7.7% |
| 6M | +5.6% | +16.6% | -11.0% | -7.7% |
| YTD | +82.4% | +10.9% | +71.5% | +61.5% |
| 1Y | +82.9% | +22.1% | +60.8% | +49.4% |
| 3Y | +62.1% | +27.5% | +34.7% | +23.1% |
| 5Y | +4.3% | +50.6% | -46.3% | -28.8% |
| All | +4.3% | +48.8% | -44.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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