+44.6%
ENTG vs STZ
-47.2%
+91.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.3% |
| 7D | +2.8% | -1.9% | +4.8% | +3.3% |
| 30D | -4.7% | -1.9% | -2.8% | -4.4% |
| 3M | -0.7% | -6.2% | +5.5% | +0.3% |
| 6M | +7.7% | -14.0% | +21.7% | +11.2% |
| YTD | +65.1% | -5.1% | +70.2% | +62.1% |
| 1Y | +74.8% | -9.6% | +84.4% | +74.8% |
| All | +44.6% | -47.2% | +91.8% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 3y: compounded portfolio wealth divided by compounded STZ 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…
3y analysis · Full analysis span regression · 6 months rolling