+160.1%
AMGN vs ENB
+58.6%
+101.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.1% | +3.1% | -2.0% | +0.4% |
| 30D | +9.3% | +2.1% | +7.2% | +8.7% |
| 3M | +12.1% | -4.4% | +16.5% | +13.2% |
| 6M | +40.3% | -10.1% | +50.3% | +43.7% |
| YTD | +45.2% | +5.2% | +40.0% | +42.4% |
| 1Y | +42.4% | +4.2% | +38.2% | +40.0% |
| 3Y | +91.0% | +70.1% | +20.9% | +63.8% |
| All | +160.1% | +58.6% | +101.5% | +126.8% |
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