+61.0%
BMY vs ENTG
+778.5%
-717.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.7% |
| 7D | -6.4% | +5.1% | -11.5% | -6.8% |
| 30D | +0.2% | -8.5% | +8.7% | +0.8% |
| 3M | +16.0% | +6.7% | +9.3% | +13.7% |
| 6M | +8.3% | +17.7% | -9.4% | +4.5% |
| YTD | +22.2% | +63.5% | -41.3% | +13.4% |
| 1Y | +41.7% | +73.6% | -31.9% | +29.8% |
| 3Y | +20.7% | +44.6% | -23.8% | +9.3% |
| 5Y | +23.9% | +16.1% | +7.8% | +11.0% |
| All | +61.0% | +778.5% | -717.5% | -13.5% |
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