+590.9%
JPM vs ENTG
+797.5%
-206.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | -0.7% | +1.2% | -1.8% | -1.0% |
| 30D | -2.5% | -12.9% | +10.4% | +0.3% |
| 3M | +14.1% | -3.1% | +17.2% | +11.8% |
| 6M | +25.1% | +21.0% | +4.1% | +14.4% |
| YTD | +12.1% | +67.0% | -54.9% | -6.6% |
| 1Y | +18.8% | +68.6% | -49.8% | -2.5% |
| 3Y | +163.4% | +48.6% | +114.8% | +109.0% |
| 5Y | +156.5% | +18.6% | +137.9% | +103.2% |
| All | +590.9% | +797.5% | -206.7% | +166.5% |
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 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