+163.4%
JPM vs ENTG
+45.4%
+118.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | -0.7% | +1.2% | -1.8% | -0.8% |
| 30D | -2.5% | -12.9% | +10.4% | -0.8% |
| 3M | +14.1% | -3.1% | +17.2% | +12.6% |
| 6M | +25.1% | +21.0% | +4.1% | +18.0% |
| YTD | +12.1% | +67.0% | -54.9% | -0.5% |
| 1Y | +18.8% | +68.6% | -49.8% | +4.4% |
| 3Y | +163.4% | +48.6% | +114.8% | +123.4% |
| All | +163.4% | +45.4% | +118.0% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling