+1,560.7%
LLY vs ENTG
+778.5%
+782.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.3% |
| 7D | -3.2% | +5.1% | -8.3% | -3.7% |
| 30D | -7.4% | -8.5% | +1.1% | -6.8% |
| 3M | -1.0% | +6.7% | -7.7% | -3.5% |
| 6M | +12.5% | +17.7% | -5.2% | +7.4% |
| YTD | +5.0% | +63.5% | -58.5% | -4.8% |
| 1Y | +49.8% | +73.6% | -23.8% | +33.5% |
| 3Y | +95.5% | +44.6% | +50.9% | +73.8% |
| 5Y | +390.7% | +16.1% | +374.6% | +334.1% |
| All | +1,560.7% | +778.5% | +782.2% | +844.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling