+635.8%
SAP vs ENTG
+1,248.1%
-612.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.7% | -0.5% |
| 7D | +1.6% | -7.6% | +9.2% | +3.0% |
| 30D | +10.5% | -15.5% | +26.0% | +13.5% |
| 3M | +15.2% | -7.8% | +23.0% | +14.7% |
| 6M | +36.7% | -5.9% | +42.6% | +30.3% |
| YTD | -0.6% | +66.7% | -67.3% | -19.9% |
| 1Y | -4.1% | +62.1% | -66.2% | -22.5% |
| 3Y | +73.2% | +56.3% | +17.0% | +33.6% |
| 5Y | +74.1% | -3.8% | +77.9% | +44.7% |
| 10Y | +222.9% | +770.1% | -547.1% | +46.1% |
| All | +635.8% | +1,248.1% | -612.3% | +90.4% |
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 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