-2.7%
ENTG vs STZ
-27.8%
+25.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -9.3% | +5.3% | -14.6% | -10.7% |
| 30D | -16.4% | +19.6% | -36.0% | -21.8% |
| 3M | -3.8% | +10.0% | -13.8% | -7.8% |
| 6M | -6.9% | -0.3% | -6.7% | -7.7% |
| YTD | +65.0% | +8.6% | +56.4% | +53.5% |
| 1Y | +61.7% | +16.6% | +45.1% | +44.7% |
| 3Y | +46.6% | -34.8% | +81.4% | +70.0% |
| 5Y | -2.7% | -27.8% | +25.2% | +6.2% |
| All | -2.7% | -27.8% | +25.2% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling