+19,818.5%
ADBE vs ENB
+11,245.9%
+8,572.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.5% |
| 7D | -3.8% | -2.4% | -1.4% | -3.1% |
| 30D | -2.3% | +2.5% | -4.8% | -3.1% |
| 3M | -13.3% | -5.8% | -7.5% | -11.8% |
| 6M | -6.5% | -8.5% | +2.0% | -4.4% |
| YTD | -32.4% | +3.9% | -36.3% | -33.7% |
| 1Y | -28.0% | +3.7% | -31.7% | -29.4% |
| 3Y | -60.4% | +70.1% | -130.4% | -66.8% |
| 5Y | -63.4% | +53.2% | -116.6% | -68.5% |
| 10Y | +127.4% | +100.2% | +27.2% | +75.8% |
| All | +19,818.5% | +11,245.9% | +8,572.7% | +10,989.7% |
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