+2,137.3%
LLY vs ENTG
+1,234.5%
+902.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -1.6% |
| 7D | -2.1% | +2.8% | -5.0% | -2.5% |
| 30D | -1.6% | -4.7% | +3.1% | -1.4% |
| 3M | +2.3% | -0.7% | +3.0% | +0.7% |
| 6M | +14.9% | +7.7% | +7.2% | +11.3% |
| YTD | +7.5% | +65.1% | -57.6% | -1.6% |
| 1Y | +55.7% | +74.8% | -19.1% | +40.6% |
| 3Y | +110.6% | +36.9% | +73.7% | +91.3% |
| 5Y | +363.4% | +16.1% | +347.3% | +315.5% |
| 10Y | +1,649.0% | +740.3% | +908.6% | +1,093.7% |
| All | +2,137.3% | +1,234.5% | +902.8% | +1,033.2% |
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