+51.5%
ENTG vs BAX
-33.8%
+85.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.1% |
| 7D | +8.9% | -5.1% | +14.0% | +11.1% |
| 30D | -0.8% | -12.2% | +11.4% | +4.0% |
| 3M | +6.6% | +21.8% | -15.3% | -3.5% |
| 6M | +22.1% | +36.3% | -14.2% | +4.4% |
| YTD | +70.2% | +27.8% | +42.4% | +48.4% |
| 1Y | +76.7% | -0.1% | +76.8% | +71.3% |
| All | +51.5% | -33.8% | +85.2% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling