+499.9%
ABBV vs ENB
+94.4%
+405.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.5% | +3.0% |
| 7D | -2.0% | -4.6% | +2.6% | -0.5% |
| 30D | +2.0% | -5.2% | +7.2% | +3.7% |
| 3M | +14.2% | -13.4% | +27.6% | +19.8% |
| 6M | +14.1% | -7.8% | +21.9% | +17.1% |
| YTD | +14.2% | +4.9% | +9.4% | +12.0% |
| 1Y | +24.2% | +3.2% | +21.0% | +22.3% |
| 3Y | +89.8% | +71.0% | +18.8% | +55.4% |
| 5Y | +187.2% | +64.0% | +123.2% | +135.1% |
| All | +499.9% | +94.4% | +405.5% | +328.6% |
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