+319.1%
BAC vs ENTG
+1,233.8%
-914.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.6% |
| 7D | +2.1% | -9.3% | +11.3% | +4.5% |
| 30D | -6.7% | -16.4% | +9.7% | -2.9% |
| 3M | -20.2% | -3.8% | -16.4% | -21.1% |
| 6M | -0.2% | -6.9% | +6.7% | -3.9% |
| YTD | -6.4% | +65.0% | -71.4% | -25.8% |
| 1Y | -3.1% | +61.7% | -64.8% | -23.1% |
| 3Y | +96.7% | +46.6% | +50.1% | +50.0% |
| 5Y | +21.3% | -2.7% | +24.0% | -2.3% |
| 10Y | +237.7% | +743.3% | -505.6% | +30.8% |
| All | +319.1% | +1,233.8% | -914.6% | -15.6% |
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