+37.4%
BX vs ENTG
+64.3%
-26.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.3% | -11.7% | -3.2% |
| 7D | -2.8% | +7.9% | -10.8% | -5.0% |
| 30D | +7.3% | -3.6% | +10.9% | +7.0% |
| 3M | -16.3% | +2.7% | -19.0% | -18.7% |
| 6M | +2.5% | +3.6% | -1.1% | -4.2% |
| YTD | -17.6% | +83.6% | -101.2% | -39.2% |
| 1Y | -12.4% | +84.9% | -97.2% | -35.8% |
| All | +37.4% | +64.3% | -26.8% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling