+27.1%
UPS vs ENTG
+69.7%
-42.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.3% |
| 7D | -3.4% | +5.1% | -8.5% | -4.1% |
| 30D | -2.7% | -8.5% | +5.8% | -1.8% |
| 3M | -1.6% | +6.7% | -8.3% | -5.1% |
| 6M | +2.3% | +17.7% | -15.4% | -3.4% |
| YTD | +5.6% | +63.5% | -57.9% | -6.2% |
| 1Y | +27.1% | +73.6% | -46.5% | +9.9% |
| All | +27.1% | +69.7% | -42.6% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling