-61.5%
ADBE vs ENB
+68.4%
-129.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | -8.9% | -0.3% | -8.6% | -8.8% |
| 30D | -6.6% | -1.1% | -5.6% | -6.4% |
| 3M | +7.1% | -8.5% | +15.6% | +9.5% |
| 6M | -9.8% | -4.5% | -5.2% | -9.1% |
| YTD | -27.2% | +9.1% | -36.3% | -30.0% |
| 1Y | -28.0% | +8.0% | -36.0% | -30.7% |
| 3Y | -54.5% | +77.8% | -132.3% | -64.8% |
| 5Y | -61.5% | +69.4% | -130.9% | -69.0% |
| All | -61.5% | +68.4% | -129.9% | -69.0% |
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