+453.1%
ORCL vs ENTG
+1,234.5%
-781.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.2% | -3.1% | +1.6% |
| 7D | +5.3% | +2.8% | +2.4% | +4.6% |
| 30D | +10.0% | -4.7% | +14.6% | +11.0% |
| 3M | -32.6% | -0.7% | -31.9% | -33.8% |
| 6M | +4.9% | +7.7% | -2.8% | 0.0% |
| YTD | -17.8% | +65.1% | -82.8% | -30.1% |
| 1Y | -28.0% | +74.8% | -102.8% | -40.3% |
| 3Y | +36.0% | +36.9% | -0.9% | +15.9% |
| 5Y | +88.7% | +16.1% | +72.6% | +58.5% |
| 10Y | +346.9% | +740.3% | -393.4% | +119.3% |
| All | +453.1% | +1,234.5% | -781.4% | +65.0% |
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