+154.6%
JPM vs ENTG
+15.6%
+139.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.3% |
| 7D | -2.3% | +5.1% | -7.5% | -3.2% |
| 30D | -2.3% | -8.5% | +6.2% | -1.2% |
| 3M | +14.9% | +6.7% | +8.2% | +11.1% |
| 6M | +23.6% | +17.7% | +5.9% | +16.5% |
| YTD | +11.3% | +63.5% | -52.2% | -2.1% |
| 1Y | +19.9% | +73.6% | -53.7% | +3.3% |
| 3Y | +162.6% | +44.6% | +118.0% | +123.0% |
| 5Y | +154.6% | +16.1% | +138.5% | +120.2% |
| All | +154.6% | +15.6% | +139.1% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling