-7.2%
SYK vs ENTG
+42.3%
-49.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +2.0% | -1.7% |
| 7D | -12.3% | +5.1% | -17.5% | -12.6% |
| 30D | -22.4% | -8.5% | -13.9% | -22.1% |
| 3M | -12.3% | +6.7% | -19.0% | -14.4% |
| 6M | -24.3% | +17.7% | -42.0% | -27.6% |
| YTD | -22.8% | +63.5% | -86.2% | -29.6% |
| 1Y | -28.8% | +73.6% | -102.4% | -36.3% |
| All | -7.2% | +42.3% | -49.6% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling