+199.6%
AMGN vs ENB
+94.4%
+105.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.1% |
| 7D | -13.9% | -4.6% | -9.3% | -12.7% |
| 30D | -7.1% | -5.2% | -1.9% | -5.8% |
| 3M | +13.9% | -13.4% | +27.3% | +18.6% |
| 6M | +3.2% | -7.8% | +11.1% | +5.4% |
| YTD | +19.2% | +4.9% | +14.4% | +16.9% |
| 1Y | +41.1% | +3.2% | +37.9% | +39.0% |
| 3Y | +61.3% | +71.0% | -9.7% | +35.5% |
| 5Y | +109.1% | +64.0% | +45.1% | +75.5% |
| All | +199.6% | +94.4% | +105.1% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling