+179.0%
SAP vs ENTG
+786.9%
-607.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | -0.3% | +8.9% | -9.2% | -2.2% |
| 30D | +0.3% | -0.8% | +1.1% | 0.0% |
| 3M | +16.9% | +6.6% | +10.3% | +10.6% |
| 6M | +6.3% | +22.1% | -15.7% | -4.5% |
| YTD | -12.4% | +70.2% | -82.6% | -29.6% |
| 1Y | -21.6% | +76.7% | -98.3% | -38.5% |
| 3Y | +54.8% | +50.5% | +4.3% | +19.4% |
| 5Y | +56.2% | +21.8% | +34.4% | +21.0% |
| 10Y | +179.0% | +811.7% | -632.7% | +14.4% |
| All | +179.0% | +786.9% | -607.8% | +14.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling