+935.7%
BSX vs ENB
+10,876.5%
-9,940.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +3.7% | +1.7% | +2.1% | +3.2% |
| 30D | +3.1% | +0.7% | +2.4% | +2.9% |
| 3M | -14.2% | -5.8% | -8.4% | -12.7% |
| 6M | -16.4% | -11.3% | -5.1% | -13.4% |
| YTD | -53.5% | +3.7% | -57.2% | -54.3% |
| 1Y | -57.8% | +2.8% | -60.5% | -58.4% |
| 3Y | -17.4% | +67.7% | -85.1% | -30.5% |
| 5Y | +5.4% | +57.1% | -51.7% | -10.1% |
| 10Y | +106.2% | +106.6% | -0.3% | +57.9% |
| All | +935.7% | +10,876.5% | -9,940.8% | +364.0% |
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