+73.6%
ENTG vs RUN
-46.7%
+120.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.4% |
| 7D | +5.1% | -3.4% | +8.5% | +6.1% |
| 30D | -8.5% | -14.0% | +5.4% | -4.7% |
| 3M | +6.7% | -27.5% | +34.2% | +16.9% |
| 6M | +17.7% | -29.0% | +46.7% | +29.3% |
| YTD | +63.5% | -53.1% | +116.6% | +84.6% |
| 1Y | +73.6% | -46.7% | +120.3% | +93.1% |
| All | +73.6% | -46.7% | +120.3% | +93.1% |
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