+1,182.0%
ENTG vs BIDU
+1,407.1%
-225.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.1% | +4.8% |
| 7D | +2.8% | +2.4% | +0.4% | +2.0% |
| 30D | -4.7% | -10.5% | +5.8% | -1.2% |
| 3M | -0.7% | -26.2% | +25.5% | +9.9% |
| 6M | +7.7% | -16.4% | +24.1% | +13.5% |
| YTD | +65.1% | -23.9% | +88.9% | +78.9% |
| 1Y | +74.8% | +1.3% | +73.5% | +70.4% |
| 3Y | +36.9% | -32.1% | +69.0% | +48.4% |
| 5Y | +16.1% | -39.0% | +55.1% | +21.3% |
| 10Y | +740.3% | -44.0% | +784.4% | +733.7% |
| All | +1,182.0% | +1,407.1% | -225.1% | +494.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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