-17.6%
BSX vs ENB
+76.5%
-94.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -7.0% | -0.3% | -6.7% | -7.0% |
| 30D | -10.9% | -1.1% | -9.8% | -10.8% |
| 3M | -8.2% | -8.5% | +0.3% | -6.4% |
| 6M | -37.5% | -4.5% | -32.9% | -36.7% |
| YTD | -52.8% | +9.1% | -61.9% | -53.8% |
| 1Y | -58.4% | +8.0% | -66.4% | -59.1% |
| All | -17.6% | +76.5% | -94.1% | -27.3% |
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