+4,674.2%
AZN vs ENB
+9,682.3%
-5,008.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -0.9% | -0.2% | -0.6% | -0.9% |
| 3M | -11.8% | -7.5% | -4.3% | -10.3% |
| 6M | -17.6% | -4.1% | -13.5% | -16.9% |
| YTD | -12.0% | +9.8% | -21.9% | -14.2% |
| 1Y | -0.9% | +8.7% | -9.6% | -3.2% |
| 3Y | +23.7% | +79.0% | -55.3% | +7.0% |
| 5Y | +54.5% | +69.1% | -14.6% | +34.9% |
| 10Y | +218.2% | +96.5% | +121.7% | +159.5% |
| All | +4,674.2% | +9,682.3% | -5,008.1% | +2,579.2% |
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 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