+1,354.0%
ABBV vs ENB
+117.4%
+1,236.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +1.3% | +1.7% | -0.4% | +0.7% |
| 30D | +4.7% | +0.7% | +4.0% | +4.5% |
| 3M | +18.3% | -5.8% | +24.1% | +20.4% |
| 6M | +43.4% | -11.3% | +54.7% | +48.7% |
| YTD | +33.0% | +3.7% | +29.3% | +31.0% |
| 1Y | +30.8% | +2.8% | +28.0% | +29.2% |
| 3Y | +135.1% | +67.7% | +67.4% | +97.3% |
| 5Y | +201.2% | +57.1% | +144.1% | +155.0% |
| 10Y | +602.7% | +106.6% | +496.1% | +419.6% |
| All | +1,354.0% | +117.4% | +1,236.5% | +921.2% |
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