+16.1%
ENTG vs OMC
+31.0%
-14.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.5% | -5.4% | -4.8% |
| 7D | +5.1% | -6.2% | +11.4% | +8.7% |
| 30D | -8.5% | -7.6% | -1.0% | -5.1% |
| 3M | +6.7% | +7.4% | -0.7% | -1.1% |
| 6M | +17.7% | +0.1% | +17.6% | +13.7% |
| YTD | +63.5% | +0.4% | +63.0% | +54.7% |
| 1Y | +73.6% | +7.8% | +65.8% | +53.1% |
| 3Y | +44.6% | +11.8% | +32.7% | +21.1% |
| 5Y | +16.1% | +32.5% | -16.3% | -13.9% |
| All | +16.1% | +31.0% | -14.8% | -13.9% |
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