+436.3%
MRK vs ENTG
+1,257.1%
-820.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | -0.9% | +8.9% | -9.9% | -1.8% |
| 30D | +15.5% | -7.2% | +22.7% | +16.1% |
| 3M | +25.1% | +6.4% | +18.7% | +22.7% |
| 6M | +30.1% | +25.7% | +4.4% | +24.9% |
| YTD | +43.1% | +67.9% | -24.8% | +32.9% |
| 1Y | +82.5% | +72.4% | +10.1% | +68.0% |
| 3Y | +49.3% | +48.4% | +0.9% | +36.3% |
| 5Y | +130.3% | +20.1% | +110.2% | +108.1% |
| 10Y | +234.3% | +768.2% | -533.8% | +135.6% |
| All | +436.3% | +1,257.1% | -820.8% | +202.7% |
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