+1,004.0%
ENTG vs SNY
+241.9%
+762.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +1.2% | -3.3% | +4.5% | +3.2% |
| 30D | -12.9% | -2.2% | -10.7% | -12.0% |
| 3M | -3.1% | -3.0% | 0.0% | -2.8% |
| 6M | +21.0% | +2.7% | +18.3% | +16.6% |
| YTD | +67.0% | -6.8% | +73.9% | +70.4% |
| 1Y | +68.6% | -5.3% | +73.9% | +69.4% |
| 3Y | +48.6% | -9.8% | +58.4% | +45.9% |
| 5Y | +18.6% | +9.7% | +8.9% | -1.9% |
| 10Y | +794.8% | +64.5% | +730.3% | +435.0% |
| All | +1,004.0% | +241.9% | +762.1% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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