+1,126.8%
ENTG vs BNS
+1,476.3%
-349.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.6% |
| 7D | +8.9% | +1.8% | +7.1% | +7.1% |
| 30D | -7.2% | +4.5% | -11.7% | -11.0% |
| 3M | +6.4% | +15.8% | -9.4% | -6.4% |
| 6M | +25.7% | +31.5% | -5.8% | -0.8% |
| YTD | +67.9% | +28.6% | +39.3% | +35.1% |
| 1Y | +72.4% | +48.2% | +24.2% | +22.6% |
| 3Y | +48.4% | +130.8% | -82.4% | -29.4% |
| 5Y | +20.1% | +94.9% | -74.8% | -32.8% |
| 10Y | +768.1% | +179.6% | +588.6% | +234.9% |
| All | +1,126.8% | +1,476.3% | -349.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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