+20.1%
ENTG vs RGEN
-42.7%
+62.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | +8.9% | -0.9% | +9.8% | +9.3% |
| 30D | -7.2% | +2.8% | -10.1% | -8.5% |
| 3M | +6.4% | +34.5% | -28.1% | -8.4% |
| 6M | +25.7% | +40.5% | -14.8% | +4.8% |
| YTD | +67.9% | +2.8% | +65.0% | +61.6% |
| 1Y | +72.4% | +39.6% | +32.7% | +43.0% |
| 3Y | +48.4% | +4.4% | +44.0% | +32.3% |
| 5Y | +20.1% | -42.8% | +62.8% | +24.9% |
| All | +20.1% | -42.7% | +62.8% | +24.9% |
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