+81.0%
BSX vs ENTG
+797.5%
-716.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.6% |
| 7D | -10.1% | +1.2% | -11.3% | -10.3% |
| 30D | -16.4% | -12.9% | -3.6% | -14.7% |
| 3M | -8.9% | -3.1% | -5.8% | -10.5% |
| 6M | -38.3% | +21.0% | -59.3% | -42.6% |
| YTD | -54.9% | +67.0% | -121.9% | -61.2% |
| 1Y | -58.8% | +68.6% | -127.4% | -65.1% |
| 3Y | -21.2% | +48.6% | -69.9% | -35.2% |
| 5Y | -3.3% | +18.6% | -21.9% | -20.7% |
| All | +81.0% | +797.5% | -716.5% | -19.8% |
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