-65.2%
FIS vs ENTG
+20.3%
-85.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.6% |
| 7D | -9.1% | +8.9% | -18.0% | -10.1% |
| 30D | -10.4% | -0.8% | -9.6% | -10.6% |
| 3M | -3.7% | +6.6% | -10.2% | -6.7% |
| 6M | -24.8% | +22.1% | -46.8% | -29.7% |
| YTD | -41.6% | +70.2% | -111.7% | -49.3% |
| 1Y | -42.7% | +76.7% | -119.5% | -51.4% |
| 3Y | -26.2% | +50.5% | -76.7% | -38.9% |
| All | -65.2% | +20.3% | -85.5% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling