+1,156.2%
ABBV vs ENB
+128.5%
+1,027.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +4.2% | -2.2% | +6.4% | +4.9% |
| 3M | +14.8% | -10.5% | +25.3% | +18.9% |
| 6M | +10.3% | -5.1% | +15.3% | +12.0% |
| YTD | +14.9% | +9.0% | +5.9% | +11.5% |
| 1Y | +24.1% | +8.2% | +15.9% | +20.7% |
| 3Y | +91.9% | +67.8% | +24.2% | +61.0% |
| 5Y | +176.0% | +69.4% | +106.7% | +128.2% |
| 10Y | +502.9% | +117.5% | +385.4% | +338.6% |
| All | +1,156.2% | +128.5% | +1,027.7% | +769.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling