+2,053.0%
LLY vs ENTG
+790.9%
+1,262.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +4.6% | +22.8% | -18.2% | +2.4% |
| 30D | +22.4% | -4.9% | +27.2% | +22.4% |
| 3M | +17.1% | -4.8% | +22.0% | +16.8% |
| 6M | +44.6% | +5.6% | +39.0% | +40.4% |
| YTD | +33.5% | +82.4% | -49.0% | +19.1% |
| 1Y | +41.1% | +82.9% | -41.7% | +25.5% |
| 3Y | +143.8% | +62.1% | +81.6% | +113.4% |
| 5Y | +473.4% | +4.3% | +469.1% | +422.2% |
| All | +2,053.0% | +790.9% | +1,262.0% | +1,193.8% |
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 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