+140.1%
BP vs ENTG
+790.9%
-650.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +2.5% | +22.8% | -20.3% | -0.8% |
| 30D | -5.6% | -4.9% | -0.7% | -5.5% |
| 3M | +8.0% | -4.8% | +12.9% | +7.7% |
| 6M | +5.7% | +5.6% | +0.1% | +1.1% |
| YTD | +36.8% | +82.4% | -45.6% | +14.7% |
| 1Y | +30.7% | +82.9% | -52.1% | +9.2% |
| 3Y | +51.6% | +62.1% | -10.5% | +22.7% |
| 5Y | +112.2% | +4.3% | +107.9% | +82.3% |
| All | +140.1% | +790.9% | -650.9% | +23.0% |
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 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