+2,648.5%
LLY vs ENTG
+1,248.1%
+1,400.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.4% | -5.2% | +3.2% |
| 7D | +0.1% | -7.6% | +7.7% | +0.8% |
| 30D | +19.7% | -15.5% | +35.2% | +21.4% |
| 3M | +19.3% | -7.8% | +27.1% | +19.2% |
| 6M | +49.3% | -5.9% | +55.3% | +46.8% |
| YTD | +32.0% | +66.7% | -34.7% | +19.9% |
| 1Y | +53.7% | +62.1% | -8.4% | +39.8% |
| 3Y | +143.7% | +56.3% | +87.5% | +116.8% |
| 5Y | +463.9% | -3.8% | +467.7% | +414.8% |
| 10Y | +2,006.3% | +770.1% | +1,236.3% | +1,322.7% |
| All | +2,648.5% | +1,248.1% | +1,400.4% | +1,281.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling