-48.9%
NKE vs ENTG
+75.7%
-124.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | -4.2% | +1.2% | -5.3% | -4.2% |
| 30D | -8.2% | -12.9% | +4.7% | -7.6% |
| 3M | -19.1% | -3.1% | -16.0% | -20.1% |
| 6M | -32.6% | +21.0% | -53.6% | -36.7% |
| YTD | -40.7% | +67.0% | -107.7% | -47.9% |
| 1Y | -48.9% | +68.6% | -117.5% | -55.7% |
| All | -48.9% | +75.7% | -124.5% | -55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling