+37.6%
LLY vs ENTG
-16.1%
+53.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.5% |
| 7D | -4.5% | -17.1% | +12.6% | -6.3% |
| 30D | +13.9% | -23.0% | +36.9% | +11.3% |
| 3M | +13.8% | -10.2% | +24.0% | +13.2% |
| 6M | +37.6% | -17.8% | +55.4% | +35.9% |
| All | +37.6% | -16.1% | +53.7% | +35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling