+226.3%
FIS vs ENTG
+1,480.0%
-1,253.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.5% | -6.0% |
| 7D | -3.5% | +22.8% | -26.3% | -7.0% |
| 30D | -19.4% | -4.9% | -14.6% | -19.2% |
| 3M | -31.6% | -4.8% | -26.7% | -31.8% |
| 6M | -32.5% | +5.6% | -38.1% | -35.8% |
| YTD | -56.0% | +82.4% | -138.4% | -62.9% |
| 1Y | -55.5% | +82.9% | -138.4% | -62.7% |
| 3Y | -41.3% | +62.1% | -103.4% | -51.9% |
| 5Y | -72.3% | +4.3% | -76.6% | -76.2% |
| 10Y | -55.0% | +793.4% | -848.4% | -74.8% |
| All | +226.3% | +1,480.0% | -1,253.7% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling