-22.2%
PFE vs ENTG
+18.8%
-40.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.4% |
| 7D | -2.7% | +8.9% | -11.6% | -3.2% |
| 30D | +3.8% | -7.2% | +11.1% | +4.2% |
| 3M | +10.4% | +6.4% | +4.0% | +8.8% |
| 6M | +6.3% | +25.7% | -19.4% | +2.9% |
| YTD | +17.4% | +67.9% | -50.5% | +10.9% |
| 1Y | +21.1% | +72.4% | -51.2% | +13.8% |
| 3Y | -1.6% | +48.4% | -50.0% | -8.7% |
| 5Y | -22.2% | +20.1% | -42.2% | -33.4% |
| All | -22.2% | +18.8% | -40.9% | -33.4% |
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 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