+373.7%
IBM vs ENTG
+1,234.5%
-860.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -0.9% |
| 7D | -0.3% | +2.8% | -3.1% | -0.8% |
| 30D | +0.3% | -4.7% | +5.0% | +0.7% |
| 3M | -21.6% | -0.7% | -20.9% | -23.5% |
| 6M | -4.7% | +7.7% | -12.4% | -9.2% |
| YTD | -19.1% | +65.1% | -84.2% | -28.7% |
| 1Y | -2.5% | +74.8% | -77.3% | -15.6% |
| 3Y | +74.2% | +36.9% | +37.3% | +51.7% |
| 5Y | +113.1% | +16.1% | +97.0% | +82.4% |
| 10Y | +133.5% | +740.3% | -606.8% | +37.2% |
| All | +373.7% | +1,234.5% | -860.8% | +84.4% |
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