+200.1%
JCI vs ENTG
+1,234.5%
-1,034.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.2% | +0.5% |
| 7D | +3.8% | +2.8% | +1.0% | +3.1% |
| 30D | -5.7% | -4.7% | -1.0% | -5.0% |
| 3M | -1.4% | -0.7% | -0.7% | -3.0% |
| 6M | +4.1% | +7.7% | -3.6% | 0.0% |
| YTD | +21.7% | +65.1% | -43.3% | +5.6% |
| 1Y | +36.1% | +74.8% | -38.7% | +15.4% |
| 3Y | +154.4% | +36.9% | +117.5% | +120.3% |
| 5Y | +112.0% | +16.1% | +95.9% | +82.5% |
| 10Y | +322.2% | +740.3% | -418.1% | +129.6% |
| All | +200.1% | +1,234.5% | -1,034.4% | +3.3% |
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