+81.0%
BSX vs ENB
+92.6%
-11.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -10.1% | -4.7% | -5.4% | -8.3% |
| 30D | -16.4% | -5.9% | -10.5% | -14.4% |
| 3M | -8.9% | -14.2% | +5.4% | -3.0% |
| 6M | -38.3% | -8.6% | -29.7% | -36.1% |
| YTD | -54.9% | +3.9% | -58.8% | -56.0% |
| 1Y | -58.8% | +1.8% | -60.6% | -59.5% |
| 3Y | -21.2% | +68.5% | -89.7% | -38.6% |
| 5Y | -3.3% | +62.4% | -65.8% | -24.5% |
| All | +81.0% | +92.6% | -11.6% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling