+1,197.2%
ENTG vs BAX
+113.8%
+1,083.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.1% | +5.7% |
| 7D | +2.8% | -1.1% | +4.0% | +3.4% |
| 30D | -4.7% | -5.5% | +0.8% | -2.5% |
| 3M | -0.7% | +33.5% | -34.3% | -14.5% |
| 6M | +7.7% | +35.9% | -28.1% | -8.3% |
| YTD | +65.1% | +35.4% | +29.7% | +39.3% |
| 1Y | +74.8% | +9.8% | +65.0% | +61.4% |
| 3Y | +36.9% | -32.7% | +69.6% | +53.1% |
| 5Y | +16.1% | -65.6% | +81.7% | +72.3% |
| 10Y | +740.3% | -34.9% | +775.3% | +841.3% |
| All | +1,197.2% | +113.8% | +1,083.4% | +1,184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling