-11.8%
ENTG vs S
-67.4%
+55.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.0% |
| 7D | -17.1% | -13.4% | -3.7% | -12.8% |
| 30D | -23.0% | -14.0% | -9.0% | -18.8% |
| 3M | -10.2% | +4.9% | -15.1% | -13.2% |
| 6M | -17.8% | +42.0% | -59.8% | -29.7% |
| YTD | +52.4% | +45.1% | +7.2% | +26.7% |
| 1Y | +49.8% | +33.1% | +16.7% | +28.0% |
| 3Y | +42.1% | +40.6% | +1.5% | +14.4% |
| All | -11.8% | -67.4% | +55.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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