-59.2%
NKE vs ENTG
+45.4%
-104.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | -4.2% | +1.2% | -5.3% | -4.3% |
| 30D | -8.2% | -12.9% | +4.7% | -6.5% |
| 3M | -19.1% | -3.1% | -16.0% | -20.6% |
| 6M | -32.6% | +21.0% | -53.6% | -37.8% |
| YTD | -40.7% | +67.0% | -107.7% | -49.7% |
| 1Y | -48.9% | +68.6% | -117.5% | -57.2% |
| 3Y | -59.2% | +48.6% | -107.9% | -67.6% |
| All | -59.2% | +45.4% | -104.7% | -67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling