+86.4%
ASML vs ENB
+51.1%
+35.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.7% |
| 7D | -0.8% | -3.7% | +2.8% | +0.8% |
| 30D | -14.9% | +1.7% | -16.6% | -15.6% |
| 3M | -13.0% | -6.3% | -6.7% | -10.5% |
| 6M | -4.7% | -9.2% | +4.5% | -1.1% |
| YTD | +42.3% | +3.1% | +39.2% | +37.0% |
| 1Y | +49.7% | +3.4% | +46.3% | +43.8% |
| 3Y | +144.3% | +68.9% | +75.4% | +64.6% |
| 5Y | +86.4% | +51.7% | +34.6% | +43.0% |
| All | +86.4% | +51.1% | +35.3% | +43.0% |
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