+128.9%
ASML vs ENB
+63.8%
+65.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.6% | +5.2% |
| 7D | -9.0% | -5.2% | -3.8% | -8.7% |
| 30D | -21.0% | +2.2% | -23.1% | -21.1% |
| 3M | -16.3% | -8.1% | -8.2% | -15.7% |
| 6M | -7.5% | -11.2% | +3.7% | -6.7% |
| YTD | +34.0% | +2.0% | +32.0% | +32.5% |
| 1Y | +39.3% | +4.1% | +35.2% | +37.2% |
| 3Y | +128.9% | +64.7% | +64.1% | +114.4% |
| All | +128.9% | +63.8% | +65.1% | +114.4% |
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