+153.1%
JPM vs ENTG
+57.0%
+96.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.4% |
| 7D | +3.5% | +15.2% | -11.7% | +1.6% |
| 30D | +3.3% | -3.6% | +6.9% | +3.2% |
| 3M | -4.2% | -10.0% | +5.8% | -3.7% |
| 6M | +16.4% | +1.8% | +14.6% | +12.9% |
| YTD | +9.5% | +75.5% | -66.0% | -4.3% |
| 1Y | +14.0% | +82.4% | -68.4% | -1.3% |
| 3Y | +153.1% | +58.5% | +94.6% | +111.1% |
| All | +153.1% | +57.0% | +96.1% | +111.1% |
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