-19.1%
ASML vs ENB
-9.0%
-10.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.4% | -8.0% | -9.4% |
| 7D | -19.0% | -2.4% | -16.7% | -19.3% |
| 30D | -25.9% | +3.4% | -29.3% | -25.0% |
| 3M | -19.1% | -6.1% | -13.0% | -18.5% |
| All | -19.1% | -9.0% | -10.1% | -18.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling