+782.9%
ENTG vs BAX
-38.1%
+821.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.7% | +2.9% |
| 7D | +1.2% | -7.9% | +9.0% | +5.1% |
| 30D | -12.9% | -11.7% | -1.2% | -7.8% |
| 3M | -3.1% | +16.2% | -19.3% | -11.9% |
| 6M | +21.0% | +32.0% | -11.0% | +2.3% |
| YTD | +67.0% | +24.7% | +42.3% | +43.7% |
| 1Y | +68.6% | -2.6% | +71.3% | +63.8% |
| 3Y | +48.6% | -35.0% | +83.6% | +71.2% |
| 5Y | +18.6% | -67.6% | +86.2% | +99.2% |
| All | +782.9% | -38.1% | +821.1% | +907.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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