+396.8%
IBM vs ENTG
+1,374.7%
-977.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.3% |
| 7D | -0.3% | +22.8% | -23.1% | -3.7% |
| 30D | +6.8% | -4.9% | +11.6% | +6.9% |
| 3M | +4.4% | -4.8% | +9.2% | +4.0% |
| 6M | +13.2% | +5.6% | +7.6% | +8.3% |
| YTD | -15.1% | +82.4% | -97.5% | -27.1% |
| 1Y | -20.2% | +82.9% | -103.1% | -31.6% |
| 3Y | +79.3% | +62.1% | +17.2% | +50.7% |
| 5Y | +147.5% | +4.3% | +143.2% | +114.7% |
| 10Y | +140.2% | +793.4% | -653.3% | +38.5% |
| All | +396.8% | +1,374.7% | -977.9% | +88.5% |
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