-21.5%
PFE vs ENTG
-10.4%
-11.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.8% |
| 7D | -3.7% | -17.1% | +13.4% | -2.8% |
| 30D | +5.0% | -23.0% | +28.0% | +6.3% |
| 3M | +12.2% | -10.2% | +22.4% | +12.3% |
| 6M | +14.6% | -17.8% | +32.3% | +14.4% |
| YTD | +24.1% | +52.4% | -28.2% | +17.3% |
| 1Y | +26.6% | +49.8% | -23.2% | +19.6% |
| 3Y | +14.3% | +42.1% | -27.8% | +5.8% |
| All | -21.5% | -10.4% | -11.0% | -31.9% |
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