+855.0%
NKE vs ENTG
+1,275.8%
-420.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.2% |
| 7D | -2.3% | +8.9% | -11.3% | -4.0% |
| 30D | -10.4% | -0.8% | -9.5% | -10.7% |
| 3M | -15.5% | +6.6% | -22.0% | -18.6% |
| 6M | -32.6% | +22.1% | -54.7% | -37.5% |
| YTD | -39.8% | +70.2% | -110.0% | -48.1% |
| 1Y | -47.6% | +76.7% | -124.3% | -55.5% |
| 3Y | -59.0% | +50.5% | -109.5% | -65.2% |
| 5Y | -74.9% | +21.8% | -96.7% | -78.5% |
| 10Y | -21.9% | +811.7% | -833.7% | -54.2% |
| All | +855.0% | +1,275.8% | -420.8% | +284.4% |
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