+112.0%
IBM vs ENTG
+18.8%
+93.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | +0.3% | +8.9% | -8.6% | -0.4% |
| 30D | -1.5% | -7.2% | +5.7% | -1.0% |
| 3M | -16.8% | +6.4% | -23.2% | -18.7% |
| 6M | -9.0% | +25.7% | -34.7% | -13.6% |
| YTD | -20.1% | +67.9% | -87.9% | -27.2% |
| 1Y | -7.0% | +72.4% | -79.4% | -16.2% |
| 3Y | +72.4% | +48.4% | +23.9% | +54.1% |
| 5Y | +112.0% | +20.1% | +91.9% | +87.7% |
| All | +112.0% | +18.8% | +93.2% | +87.7% |
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 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