+1,655.9%
BMY vs ENB
+11,245.9%
-9,590.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +1.8% | -2.4% | +4.2% | +2.2% |
| 30D | +6.2% | +2.5% | +3.7% | +5.7% |
| 3M | -2.1% | -5.8% | +3.6% | -1.1% |
| 6M | +14.3% | -8.5% | +22.8% | +16.1% |
| YTD | +21.6% | +3.9% | +17.7% | +20.5% |
| 1Y | +38.8% | +3.7% | +35.1% | +37.6% |
| 3Y | +42.9% | +70.1% | -27.1% | +28.9% |
| 5Y | +30.1% | +53.2% | -23.1% | +18.9% |
| 10Y | +58.2% | +100.2% | -42.0% | +34.3% |
| All | +1,655.9% | +11,245.9% | -9,590.0% | +1,052.1% |
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