+830.9%
NEM vs ENTG
+1,257.1%
-426.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | +3.9% | +8.9% | -5.1% | +3.0% |
| 30D | +12.7% | -7.2% | +19.9% | +13.3% |
| 3M | +28.7% | +6.4% | +22.2% | +26.9% |
| 6M | +9.8% | +25.7% | -15.9% | +6.7% |
| YTD | +28.1% | +67.9% | -39.8% | +21.4% |
| 1Y | +69.3% | +72.4% | -3.0% | +59.6% |
| 3Y | +247.7% | +48.4% | +199.2% | +226.6% |
| 5Y | +153.4% | +20.1% | +133.3% | +136.7% |
| 10Y | +291.3% | +768.1% | -476.9% | +208.9% |
| All | +830.9% | +1,257.1% | -426.2% | +544.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling