+2,535.7%
LLY vs ENTG
+1,131.8%
+1,403.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.1% |
| 7D | -4.5% | -17.1% | +12.6% | -2.6% |
| 30D | +13.9% | -23.0% | +36.9% | +16.7% |
| 3M | +13.8% | -10.2% | +24.0% | +14.0% |
| 6M | +37.6% | -17.8% | +55.4% | +37.3% |
| YTD | +26.6% | +52.4% | -25.8% | +16.2% |
| 1Y | +45.3% | +49.8% | -4.4% | +33.3% |
| 3Y | +132.2% | +42.1% | +90.1% | +108.8% |
| 5Y | +434.7% | -10.2% | +444.9% | +391.8% |
| 10Y | +2,084.3% | +756.0% | +1,328.3% | +1,377.9% |
| All | +2,535.7% | +1,131.8% | +1,403.9% | +1,238.1% |
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