+85,040.9%
ASML vs ENB
+8,643.0%
+76,397.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -10.0% | +0.5% | -10.5% | -10.2% |
| 30D | -19.4% | +6.0% | -25.4% | -21.3% |
| 3M | -12.5% | -7.4% | -5.1% | -10.0% |
| 6M | +8.2% | -8.5% | +16.7% | +11.4% |
| YTD | +40.7% | +6.1% | +34.6% | +36.0% |
| 1Y | +46.1% | +9.4% | +36.7% | +39.5% |
| 3Y | +138.5% | +71.5% | +67.0% | +87.9% |
| 5Y | +84.2% | +57.5% | +26.7% | +50.7% |
| 10Y | +1,505.1% | +110.9% | +1,394.3% | +1,040.3% |
| All | +85,040.9% | +8,643.0% | +76,397.9% | +39,877.6% |
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