+1,353.7%
ABBV vs ENB
+118.5%
+1,235.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +0.1% | -1.8% | +1.8% | +0.6% |
| 30D | +5.6% | +2.0% | +3.5% | +4.9% |
| 3M | +18.7% | -5.8% | +24.5% | +20.8% |
| 6M | +47.4% | -9.7% | +57.1% | +51.9% |
| YTD | +33.0% | +4.2% | +28.7% | +30.8% |
| 1Y | +34.9% | +3.2% | +31.7% | +33.1% |
| 3Y | +135.2% | +70.6% | +64.6% | +96.2% |
| 5Y | +202.1% | +55.1% | +146.9% | +156.8% |
| 10Y | +602.6% | +107.6% | +495.0% | +418.7% |
| All | +1,353.7% | +118.5% | +1,235.2% | +919.5% |
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