+120.2%
NEM vs ENTG
-0.3%
+120.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +1.0% |
| 7D | -6.4% | +15.2% | -21.6% | -8.5% |
| 30D | +1.4% | -3.6% | +5.1% | +1.2% |
| 3M | -0.7% | -10.0% | +9.2% | -0.1% |
| 6M | -4.5% | +1.8% | -6.3% | -7.1% |
| YTD | +14.0% | +75.5% | -61.5% | +3.0% |
| 1Y | +27.3% | +82.4% | -55.1% | +14.3% |
| 3Y | +250.5% | +58.5% | +192.0% | +211.9% |
| All | +120.2% | -0.3% | +120.4% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling