-20.4%
SAP vs ENTG
+71.8%
-92.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.6% |
| 7D | -0.3% | +8.9% | -9.2% | +0.3% |
| 30D | +2.6% | -7.2% | +9.8% | +2.2% |
| 3M | +16.3% | +6.4% | +9.8% | +15.5% |
| 6M | +6.4% | +25.7% | -19.3% | +4.4% |
| YTD | -11.4% | +67.9% | -79.3% | -17.9% |
| 1Y | -20.4% | +72.4% | -92.8% | -26.8% |
| All | -20.4% | +71.8% | -92.2% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling