+135.3%
JPM vs ENTG
-0.3%
+135.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.6% |
| 7D | +3.5% | +15.2% | -11.7% | +1.2% |
| 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% | +12.4% |
| YTD | +9.5% | +75.5% | -66.0% | -5.7% |
| 1Y | +14.0% | +82.4% | -68.4% | -2.8% |
| 3Y | +153.1% | +58.5% | +94.6% | +109.9% |
| All | +135.3% | -0.3% | +135.6% | +106.5% |
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 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