+1,749.1%
BMY vs ENB
+11,799.4%
-10,050.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +5.0% | -2.2% | +7.2% | +5.4% |
| 3M | +19.4% | -10.5% | +29.9% | +21.9% |
| 6M | +9.5% | -5.1% | +14.6% | +10.5% |
| YTD | +28.1% | +9.0% | +19.1% | +25.9% |
| 1Y | +50.0% | +8.2% | +41.8% | +47.5% |
| 3Y | +24.1% | +67.8% | -43.7% | +12.2% |
| 5Y | +25.0% | +69.4% | -44.4% | +12.2% |
| 10Y | +68.7% | +117.5% | -48.9% | +41.1% |
| All | +1,749.1% | +11,799.4% | -10,050.2% | +1,103.0% |
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