+134.1%
BP vs ENTG
+797.5%
-663.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.3% |
| 7D | +5.2% | +1.2% | +4.1% | +5.0% |
| 30D | +8.7% | -12.9% | +21.6% | +10.9% |
| 3M | +9.3% | -3.1% | +12.4% | +7.5% |
| 6M | +13.6% | +21.0% | -7.4% | +5.3% |
| YTD | +37.7% | +67.0% | -29.3% | +18.1% |
| 1Y | +40.6% | +68.6% | -28.0% | +19.1% |
| 3Y | +40.3% | +48.6% | -8.3% | +15.7% |
| 5Y | +141.4% | +18.6% | +122.8% | +97.4% |
| All | +134.1% | +797.5% | -663.4% | +13.4% |
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