+55.7%
ZTS vs ENTG
+797.5%
-741.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | -3.7% | +1.2% | -4.9% | -4.0% |
| 30D | -0.8% | -12.9% | +12.1% | +1.6% |
| 3M | -9.7% | -3.1% | -6.7% | -11.9% |
| 6M | -38.4% | +21.0% | -59.4% | -43.5% |
| YTD | -41.1% | +67.0% | -108.1% | -50.4% |
| 1Y | -50.6% | +68.6% | -119.2% | -59.0% |
| 3Y | -59.1% | +48.6% | -107.8% | -67.2% |
| 5Y | -62.7% | +18.6% | -81.3% | -70.1% |
| All | +55.7% | +797.5% | -741.8% | -33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling