+21.8%
ENTG vs RUN
-80.3%
+102.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +5.9% | +2.3% |
| 7D | +8.9% | -1.8% | +10.7% | +9.3% |
| 30D | -0.8% | -10.8% | +10.0% | +1.3% |
| 3M | +6.6% | -30.2% | +36.7% | +14.4% |
| 6M | +22.1% | -22.3% | +44.4% | +27.8% |
| YTD | +70.2% | -52.2% | +122.3% | +89.8% |
| 1Y | +76.7% | -45.1% | +121.8% | +90.5% |
| 3Y | +50.5% | -37.1% | +87.6% | +24.7% |
| 5Y | +21.8% | -80.3% | +102.1% | +21.8% |
| All | +21.8% | -80.3% | +102.1% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling