-11.8%
ENTG vs SWK
-25.5%
+13.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -17.1% | +11.0% | -28.1% | -24.1% |
| 30D | -23.0% | +30.1% | -53.1% | -37.6% |
| 3M | -10.2% | +14.7% | -24.9% | -20.2% |
| 6M | -17.8% | +44.5% | -62.3% | -37.5% |
| YTD | +52.4% | +59.4% | -7.0% | +7.4% |
| 1Y | +49.8% | +77.5% | -27.7% | -2.1% |
| 3Y | +42.1% | +49.5% | -7.3% | -0.4% |
| All | -11.8% | -25.5% | +13.7% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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