+1,196.5%
ENTG vs RGEN
+2,538.6%
-1,342.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.5% |
| 7D | -9.3% | -2.4% | -6.9% | -8.7% |
| 30D | -16.4% | +0.1% | -16.4% | -16.3% |
| 3M | -3.8% | +6.6% | -10.5% | -5.2% |
| 6M | -6.9% | +40.9% | -47.8% | -13.7% |
| YTD | +65.0% | +6.2% | +58.8% | +61.3% |
| 1Y | +61.7% | +19.4% | +42.3% | +54.5% |
| 3Y | +46.6% | +17.9% | +28.7% | +38.9% |
| 5Y | -2.7% | -34.0% | +31.3% | -0.2% |
| 10Y | +743.3% | +453.9% | +289.4% | +532.9% |
| All | +1,196.5% | +2,538.6% | -1,342.1% | +458.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling