+63.6%
AMGN vs ENB
+76.5%
-12.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -11.6% | -0.3% | -11.3% | -11.6% |
| 30D | -5.7% | -1.1% | -4.6% | -5.5% |
| 3M | +14.2% | -8.5% | +22.7% | +17.0% |
| 6M | +5.2% | -4.5% | +9.7% | +6.2% |
| YTD | +22.0% | +9.1% | +12.9% | +17.7% |
| 1Y | +43.6% | +8.0% | +35.7% | +38.9% |
| All | +63.6% | +76.5% | -12.9% | +25.7% |
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 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