-18.7%
IBM vs ENTG
+80.7%
-99.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.3% | -9.8% | +1.8% |
| 7D | -1.7% | +7.9% | -9.7% | -1.5% |
| 30D | +10.1% | -3.6% | +13.6% | +9.9% |
| 3M | +4.8% | +2.7% | +2.1% | +5.0% |
| 6M | +12.6% | +3.6% | +9.0% | +11.7% |
| YTD | -13.9% | +83.6% | -97.5% | -22.0% |
| 1Y | -18.7% | +84.9% | -103.6% | -26.7% |
| All | -18.7% | +80.7% | -99.4% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling