-40.6%
FIS vs ENTG
+797.5%
-838.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | -7.9% | +1.2% | -9.1% | -8.2% |
| 30D | -8.0% | -12.9% | +4.9% | -5.8% |
| 3M | +0.6% | -3.1% | +3.7% | -1.7% |
| 6M | -22.2% | +21.0% | -43.2% | -29.1% |
| YTD | -40.8% | +67.0% | -107.8% | -50.7% |
| 1Y | -41.5% | +68.6% | -110.1% | -52.2% |
| 3Y | -25.5% | +48.6% | -74.1% | -41.2% |
| 5Y | -64.8% | +18.6% | -83.4% | -72.2% |
| All | -40.6% | +797.5% | -838.1% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 10y: compounded portfolio wealth divided by compounded ENTG 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…
10y analysis · Full analysis span regression · 6 months rolling