+22.9%
ABBV vs ENB
+8.3%
+14.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | +1.2% | -1.1% | +2.3% | +1.4% |
| 3M | +12.1% | -8.5% | +20.6% | +15.3% |
| 6M | +12.0% | -4.5% | +16.6% | +13.9% |
| YTD | +12.4% | +9.1% | +3.3% | +13.6% |
| 1Y | +22.9% | +8.0% | +15.0% | +24.7% |
| All | +22.9% | +8.3% | +14.6% | +24.7% |
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