+5.0%
SYK vs ENTG
+14.4%
-9.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +2.0% | -1.4% |
| 7D | -12.3% | +5.1% | -17.5% | -13.0% |
| 30D | -22.4% | -8.5% | -13.9% | -21.8% |
| 3M | -12.3% | +6.7% | -19.0% | -15.4% |
| 6M | -24.3% | +17.7% | -42.0% | -29.1% |
| YTD | -22.8% | +63.5% | -86.2% | -32.5% |
| 1Y | -28.8% | +73.6% | -102.4% | -39.3% |
| 3Y | -4.0% | +44.6% | -48.5% | -19.7% |
| All | +5.0% | +14.4% | -9.4% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling