+299.1%
UPS vs ENTG
+1,318.8%
-1,019.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.6% | +2.4% |
| 7D | +3.8% | +15.2% | -11.4% | +1.3% |
| 30D | +17.4% | -3.6% | +21.0% | +17.2% |
| 3M | +8.2% | -10.0% | +18.1% | +8.7% |
| 6M | +17.9% | +1.8% | +16.2% | +14.2% |
| YTD | +18.7% | +75.5% | -56.8% | +4.0% |
| 1Y | +24.8% | +82.4% | -57.6% | +8.5% |
| 3Y | -4.5% | +58.5% | -63.0% | -17.7% |
| 5Y | -33.2% | +0.4% | -33.6% | -40.0% |
| 10Y | +44.2% | +759.6% | -715.4% | -8.4% |
| All | +299.1% | +1,318.8% | -1,019.8% | +84.6% |
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