+418.4%
BAC vs ENTG
+1,234.5%
-816.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.2% | -1.9% |
| 7D | +1.1% | +2.8% | -1.7% | +0.2% |
| 30D | -0.4% | -4.7% | +4.3% | +0.3% |
| 3M | +16.9% | -0.7% | +17.6% | +12.4% |
| 6M | +26.6% | +7.7% | +18.9% | +17.3% |
| YTD | +15.8% | +65.1% | -49.3% | -6.8% |
| 1Y | +27.2% | +74.8% | -47.6% | -1.0% |
| 3Y | +132.4% | +36.9% | +95.5% | +83.3% |
| 5Y | +72.6% | +16.1% | +56.5% | +33.1% |
| 10Y | +389.7% | +740.3% | -350.6% | +92.8% |
| All | +418.4% | +1,234.5% | -816.1% | +6.0% |
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