-33.5%
UPS vs ENTG
+21.6%
-55.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.5% |
| 7D | -3.7% | +8.9% | -12.6% | -5.5% |
| 30D | -3.7% | -0.8% | -2.9% | -4.0% |
| 3M | -6.6% | +6.6% | -13.1% | -10.2% |
| 6M | +2.6% | +22.1% | -19.5% | -5.3% |
| YTD | +4.8% | +70.2% | -65.4% | -11.5% |
| 1Y | +25.3% | +76.7% | -51.4% | +3.7% |
| 3Y | -26.9% | +50.5% | -77.3% | -40.5% |
| 5Y | -33.5% | +21.8% | -55.3% | -44.9% |
| All | -33.5% | +21.6% | -55.1% | -44.9% |
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 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