+70.1%
ENB vs BDX
-10.7%
+80.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -2.0% | -3.7% |
| 7D | -4.6% | -5.4% | +0.9% | -4.1% |
| 30D | -5.2% | -2.2% | -3.0% | -5.0% |
| 3M | -13.4% | +20.1% | -33.5% | -15.0% |
| 6M | -7.8% | +9.1% | -16.9% | -8.7% |
| YTD | +4.9% | +17.9% | -13.0% | +2.8% |
| 1Y | +3.2% | +22.1% | -18.8% | +0.7% |
| All | +70.1% | -10.7% | +80.8% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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