+35.5%
ORCL vs ENTG
-3.9%
+39.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.3% | +0.6% |
| 7D | +0.5% | -7.6% | +8.1% | +2.5% |
| 30D | -15.3% | -15.5% | +0.2% | -11.7% |
| 3M | -18.2% | -7.8% | -10.4% | -16.9% |
| 6M | -38.4% | -5.9% | -32.5% | -39.0% |
| YTD | -37.7% | +66.7% | -104.5% | -47.9% |
| 1Y | -49.3% | +62.1% | -111.4% | -57.3% |
| 3Y | +10.6% | +56.3% | -45.6% | -9.7% |
| 5Y | +35.5% | -3.8% | +39.3% | +21.8% |
| All | +35.5% | -3.9% | +39.4% | +21.8% |
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