+65.7%
ENTG vs RUN
-53.7%
+119.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.3% | -7.7% | -6.8% |
| 7D | -10.3% | +18.5% | -28.8% | -14.1% |
| 30D | -14.4% | +15.5% | -29.9% | -17.7% |
| 3M | -1.1% | -20.3% | +19.2% | +3.9% |
| 6M | +3.0% | -30.8% | +33.8% | +11.9% |
| YTD | +70.1% | -52.2% | +122.3% | +85.7% |
| 1Y | +65.7% | -53.9% | +119.6% | +80.9% |
| All | +65.7% | -53.7% | +119.5% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling