+21.5%
ALNY vs ENB
+69.7%
-48.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.2% | -3.3% |
| 7D | -6.4% | -4.6% | -1.9% | -5.6% |
| 30D | +11.9% | -5.2% | +17.1% | +13.0% |
| 3M | -15.0% | -13.4% | -1.6% | -12.5% |
| 6M | -23.2% | -7.8% | -15.4% | -22.6% |
| YTD | -37.8% | +4.9% | -42.6% | -40.5% |
| 1Y | -47.3% | +3.2% | -50.5% | -49.3% |
| All | +21.5% | +69.7% | -48.2% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling