+602.8%
ABBV vs ENB
+108.4%
+494.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.2% | 0.0% | +2.2% | +2.1% |
| 30D | +8.0% | +1.4% | +6.6% | +7.4% |
| 3M | +19.1% | -5.2% | +24.3% | +21.1% |
| 6M | +43.5% | -9.9% | +53.5% | +48.5% |
| YTD | +32.7% | +4.7% | +28.1% | +30.1% |
| 1Y | +30.0% | +2.8% | +27.3% | +28.3% |
| 3Y | +134.7% | +71.3% | +63.4% | +92.3% |
| 5Y | +200.6% | +58.6% | +142.1% | +149.5% |
| All | +602.8% | +108.4% | +494.3% | +400.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling