-2.7%
ENTG vs RGEN
-35.9%
+33.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | +0.2% |
| 7D | -9.3% | -2.4% | -6.9% | -8.0% |
| 30D | -16.4% | +0.1% | -16.4% | -16.2% |
| 3M | -3.8% | +6.6% | -10.5% | -7.2% |
| 6M | -6.9% | +40.9% | -47.8% | -22.4% |
| YTD | +65.0% | +6.2% | +58.8% | +55.6% |
| 1Y | +61.7% | +19.4% | +42.3% | +44.1% |
| 3Y | +46.6% | +17.9% | +28.7% | +24.1% |
| 5Y | -2.7% | -34.0% | +31.3% | -7.2% |
| All | -2.7% | -35.9% | +33.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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