+260.9%
UMC vs ENTG
+1,458.7%
-1,197.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.4% |
| 7D | +6.6% | +8.9% | -2.3% | +3.3% |
| 30D | +16.6% | -7.2% | +23.8% | +19.1% |
| 3M | +11.0% | +6.4% | +4.6% | +8.0% |
| 6M | +131.3% | +25.7% | +105.6% | +110.3% |
| YTD | +182.5% | +67.9% | +114.6% | +128.6% |
| 1Y | +222.3% | +72.4% | +149.9% | +154.1% |
| 3Y | +253.0% | +48.4% | +204.6% | +175.9% |
| 5Y | +141.8% | +20.1% | +121.8% | +95.2% |
| 10Y | +1,772.2% | +768.1% | +1,004.1% | +608.3% |
| All | +260.9% | +1,458.7% | -1,197.7% | -43.7% |
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