+443.8%
LLY vs ENTG
-10.4%
+454.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | -4.5% | -17.1% | +12.6% | -3.6% |
| 30D | +13.9% | -23.0% | +36.9% | +15.2% |
| 3M | +13.8% | -10.2% | +24.0% | +13.8% |
| 6M | +37.6% | -17.8% | +55.4% | +37.4% |
| YTD | +26.6% | +52.4% | -25.8% | +18.4% |
| 1Y | +45.3% | +49.8% | -4.4% | +35.9% |
| 3Y | +132.2% | +42.1% | +90.1% | +114.5% |
| All | +443.8% | -10.4% | +454.3% | +411.3% |
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