+22.5%
BMY vs ENB
+79.6%
-57.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | -3.3% | -0.5% | -2.9% | -3.2% |
| 30D | 0.0% | -0.2% | +0.2% | -0.1% |
| 3M | +17.7% | -7.5% | +25.2% | +20.6% |
| 6M | +9.6% | -4.1% | +13.8% | +11.1% |
| YTD | +24.0% | +9.8% | +14.2% | +20.3% |
| 1Y | +45.1% | +8.7% | +36.4% | +41.1% |
| 3Y | +22.5% | +79.0% | -56.5% | -3.2% |
| All | +22.5% | +79.6% | -57.1% | -3.2% |
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 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