+170.8%
ABBV vs ENB
+71.0%
+99.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -4.3% | -0.5% | -3.8% | -4.2% |
| 30D | +1.1% | -0.2% | +1.3% | +1.1% |
| 3M | +12.3% | -7.5% | +19.8% | +14.8% |
| 6M | +9.8% | -4.1% | +13.9% | +11.1% |
| YTD | +11.5% | +9.8% | +1.6% | +8.6% |
| 1Y | +22.3% | +8.7% | +13.6% | +19.4% |
| 3Y | +85.2% | +79.0% | +6.2% | +57.1% |
| 5Y | +170.8% | +69.1% | +101.7% | +129.8% |
| All | +170.8% | +71.0% | +99.8% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling