+566.7%
SAP vs ENTG
+1,234.5%
-667.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -2.4% |
| 7D | -2.9% | +2.8% | -5.7% | -3.6% |
| 30D | +9.0% | -4.7% | +13.7% | +9.6% |
| 3M | +14.9% | -0.7% | +15.7% | +10.5% |
| 6M | +11.9% | +7.7% | +4.2% | +3.8% |
| YTD | -9.9% | +65.1% | -75.0% | -25.9% |
| 1Y | -19.5% | +74.8% | -94.3% | -35.6% |
| 3Y | +61.8% | +36.9% | +24.9% | +31.2% |
| 5Y | +56.2% | +16.1% | +40.1% | +25.7% |
| 10Y | +180.6% | +740.3% | -559.7% | +30.2% |
| All | +566.7% | +1,234.5% | -667.8% | +76.1% |
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