+21.8%
ENTG vs BAX
-67.6%
+89.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.1% |
| 7D | +8.9% | -5.1% | +14.0% | +11.0% |
| 30D | -0.8% | -12.2% | +11.4% | +3.9% |
| 3M | +6.6% | +21.8% | -15.3% | -3.2% |
| 6M | +22.1% | +36.3% | -14.2% | +5.1% |
| YTD | +70.2% | +27.8% | +42.4% | +49.4% |
| 1Y | +76.7% | -0.1% | +76.8% | +71.2% |
| 3Y | +50.5% | -33.3% | +83.8% | +66.5% |
| 5Y | +21.8% | -67.1% | +88.9% | +68.0% |
| All | +21.8% | -67.6% | +89.4% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling