+293.5%
JCI vs ENTG
+757.2%
-463.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.2% |
| 7D | +3.2% | +15.2% | -12.0% | -1.1% |
| 30D | -8.6% | -3.6% | -5.0% | -8.0% |
| 3M | -7.7% | -10.0% | +2.2% | -5.7% |
| 6M | -2.6% | +1.8% | -4.4% | -6.0% |
| YTD | +17.4% | +75.5% | -58.1% | -4.5% |
| 1Y | +16.9% | +82.4% | -65.5% | -6.4% |
| 3Y | +186.7% | +58.5% | +128.2% | +125.9% |
| 5Y | +95.4% | +0.4% | +95.0% | +66.9% |
| All | +293.5% | +757.2% | -463.7% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling