-55.4%
BSX vs ENB
+7.5%
-63.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.8% |
| 7D | +2.0% | -0.2% | +2.3% | +2.0% |
| 30D | +0.1% | -2.2% | +2.4% | +0.2% |
| 3M | -2.1% | -10.5% | +8.4% | -1.6% |
| 6M | -33.8% | -5.1% | -28.7% | -32.8% |
| YTD | -49.9% | +9.0% | -58.8% | -46.9% |
| 1Y | -55.4% | +8.2% | -63.7% | -53.2% |
| All | -55.4% | +7.5% | -63.0% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling