-3.1%
BSX vs ENB
+61.9%
-65.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -2.9% |
| 7D | -8.2% | -4.6% | -3.6% | -6.8% |
| 30D | -15.8% | -5.2% | -10.6% | -14.5% |
| 3M | -10.8% | -13.4% | +2.5% | -6.8% |
| 6M | -38.4% | -7.8% | -30.6% | -36.8% |
| YTD | -54.8% | +4.9% | -59.7% | -55.7% |
| 1Y | -59.0% | +3.2% | -62.3% | -59.7% |
| 3Y | -20.0% | +71.0% | -91.0% | -34.8% |
| 5Y | -3.1% | +64.0% | -67.1% | -20.9% |
| All | -3.1% | +61.9% | -65.0% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling