+24.1%
ABBV vs ENB
+7.5%
+16.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +4.2% | -2.2% | +6.4% | +4.8% |
| 3M | +14.8% | -10.5% | +25.3% | +18.9% |
| 6M | +10.3% | -5.1% | +15.3% | +12.3% |
| YTD | +14.9% | +9.0% | +5.9% | +16.2% |
| 1Y | +24.1% | +8.2% | +15.9% | +26.4% |
| All | +24.1% | +7.5% | +16.6% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling