+2,192.7%
ENTG vs BAH
+886.2%
+1,306.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.6% | +6.6% |
| 7D | +2.8% | -3.2% | +6.1% | +3.8% |
| 30D | -4.7% | +2.0% | -6.7% | -5.5% |
| 3M | -0.7% | -7.6% | +6.9% | +0.4% |
| 6M | +7.7% | -5.7% | +13.4% | +6.6% |
| YTD | +65.1% | -11.7% | +76.8% | +65.2% |
| 1Y | +74.8% | -27.4% | +102.2% | +87.1% |
| 3Y | +36.9% | -32.5% | +69.4% | +44.2% |
| 5Y | +16.1% | -3.3% | +19.4% | +2.8% |
| 10Y | +740.3% | +186.0% | +554.3% | +373.8% |
| All | +2,192.7% | +886.2% | +1,306.5% | +595.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 all: compounded portfolio wealth divided by compounded BAH 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…
all analysis · Full analysis span regression · 6 months rolling