-27.1%
ADBE vs ENB
+3.2%
-30.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +2.0% |
| 7D | +1.6% | +3.1% | -1.5% | +2.2% |
| 30D | +1.0% | +2.1% | -1.1% | +1.5% |
| 3M | -10.1% | -4.4% | -5.7% | -11.3% |
| 6M | +3.0% | -10.1% | +13.0% | 0.0% |
| YTD | -30.5% | +5.2% | -35.7% | -26.6% |
| 1Y | -27.1% | +4.2% | -31.4% | -22.9% |
| All | -27.1% | +3.2% | -30.3% | -22.9% |
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