+625.6%
SAP vs ENTG
+1,384.4%
-758.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.3% | -11.1% | -2.5% |
| 7D | -2.5% | +7.9% | -10.4% | -4.8% |
| 30D | +7.5% | -3.6% | +11.0% | +6.8% |
| 3M | +11.6% | +2.7% | +8.9% | +8.3% |
| 6M | +37.6% | +3.6% | +34.1% | +28.1% |
| YTD | -2.0% | +83.6% | -85.6% | -22.9% |
| 1Y | -6.4% | +84.9% | -91.2% | -26.8% |
| 3Y | +67.7% | +63.2% | +4.5% | +28.0% |
| 5Y | +75.7% | +4.9% | +70.8% | +43.0% |
| 10Y | +229.3% | +799.3% | -570.0% | +47.8% |
| All | +625.6% | +1,384.4% | -758.8% | +83.3% |
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