+60,958.4%
AMGN vs ENB
+11,799.4%
+49,159.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +7.8% | -2.2% | +10.1% | +8.3% |
| 3M | +27.3% | -10.5% | +37.8% | +30.3% |
| 6M | +16.8% | -5.1% | +21.9% | +18.0% |
| YTD | +36.3% | +9.0% | +27.4% | +33.3% |
| 1Y | +60.4% | +8.2% | +52.2% | +57.0% |
| 3Y | +86.3% | +67.8% | +18.6% | +64.8% |
| 5Y | +125.7% | +69.4% | +56.3% | +97.7% |
| 10Y | +247.0% | +117.5% | +129.5% | +179.5% |
| All | +60,958.4% | +11,799.4% | +49,159.0% | +36,403.7% |
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