+57.3%
LLY vs ENTG
+63.3%
-6.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +0.1% |
| 7D | +10.1% | -10.3% | +20.4% | +9.1% |
| 30D | +24.0% | -14.4% | +38.4% | +23.0% |
| 3M | +27.3% | -1.1% | +28.4% | +27.6% |
| 6M | +47.0% | +3.0% | +44.0% | +47.5% |
| YTD | +32.6% | +70.1% | -37.5% | +37.5% |
| 1Y | +57.3% | +65.7% | -8.4% | +62.8% |
| All | +57.3% | +63.3% | -6.0% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling