+1,016.5%
BSX vs ENB
+11,433.7%
-10,417.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +2.0% | -0.2% | +2.3% | +2.1% |
| 30D | +0.1% | -2.2% | +2.4% | +0.7% |
| 3M | -2.1% | -10.5% | +8.4% | +1.1% |
| 6M | -33.8% | -5.1% | -28.7% | -32.9% |
| YTD | -49.9% | +9.0% | -58.8% | -51.4% |
| 1Y | -55.4% | +8.2% | -63.7% | -56.8% |
| 3Y | -10.9% | +67.8% | -78.6% | -25.0% |
| 5Y | +6.4% | +69.4% | -63.0% | -11.3% |
| 10Y | +97.0% | +117.5% | -20.5% | +48.4% |
| All | +1,016.5% | +11,433.7% | -10,417.2% | +392.8% |
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