+42.2%
LLY vs ENTG
+78.6%
-36.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.0% | +1.0% |
| 7D | +6.7% | +15.2% | -8.4% | +7.7% |
| 30D | +19.6% | -3.6% | +23.2% | +19.4% |
| 3M | +19.7% | -10.0% | +29.7% | +19.4% |
| 6M | +42.7% | +1.8% | +40.9% | +43.1% |
| YTD | +35.1% | +75.5% | -40.4% | +38.5% |
| 1Y | +42.2% | +82.4% | -40.2% | +46.0% |
| All | +42.2% | +78.6% | -36.4% | +46.0% |
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 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