+216.5%
AZN vs ENB
+92.6%
+124.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -1.6% | -4.7% | +3.1% | -0.3% |
| 30D | +1.1% | -5.9% | +6.9% | +2.7% |
| 3M | -12.1% | -14.2% | +2.1% | -8.3% |
| 6M | -17.1% | -8.6% | -8.6% | -15.2% |
| YTD | -12.0% | +3.9% | -15.9% | -13.3% |
| 1Y | -0.2% | +1.8% | -2.0% | -1.3% |
| 3Y | +26.8% | +68.5% | -41.7% | +8.2% |
| 5Y | +56.9% | +62.4% | -5.5% | +34.9% |
| All | +216.5% | +92.6% | +124.0% | +152.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling