+65.8%
ENTG vs BAX
-16.3%
+82.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.3% | +11.6% | +11.4% |
| 7D | +7.9% | -0.6% | +8.5% | +8.4% |
| 30D | -3.6% | +6.3% | -9.8% | -6.3% |
| 3M | +2.7% | -4.6% | +7.3% | +3.9% |
| 6M | +3.6% | +50.4% | -46.8% | -16.1% |
| YTD | +83.6% | +38.0% | +45.6% | +52.6% |
| 1Y | +84.9% | +44.6% | +40.3% | +49.7% |
| All | +65.8% | -16.3% | +82.1% | +54.8% |
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