-72.7%
FIS vs ENTG
-3.4%
-69.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -27.4% | -9.3% | -18.1% | -26.5% |
| 30D | -16.8% | -16.4% | -0.5% | -15.4% |
| 3M | -32.6% | -3.8% | -28.8% | -32.9% |
| 6M | -33.4% | -6.9% | -26.5% | -34.6% |
| YTD | -56.0% | +65.0% | -121.0% | -62.0% |
| 1Y | -55.1% | +61.7% | -116.8% | -61.1% |
| 3Y | -41.4% | +46.6% | -88.1% | -51.6% |
| 5Y | -72.7% | -2.7% | -70.0% | -77.0% |
| All | -72.7% | -3.4% | -69.3% | -77.0% |
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