+11,813.6%
ENB vs BDX
+5,237.1%
+6,576.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | -0.3% | -3.6% | +3.2% | +0.3% |
| 30D | -1.1% | +0.7% | -1.8% | -1.2% |
| 3M | -8.5% | +19.0% | -27.4% | -11.3% |
| 6M | -4.5% | +10.8% | -15.3% | -6.5% |
| YTD | +9.1% | +20.1% | -11.1% | +5.2% |
| 1Y | +8.0% | +23.1% | -15.1% | +3.6% |
| 3Y | +77.8% | -8.8% | +86.6% | +77.9% |
| 5Y | +69.4% | -1.4% | +70.8% | +66.6% |
| 10Y | +100.5% | +60.5% | +40.0% | +81.9% |
| All | +11,813.6% | +5,237.1% | +6,576.5% | +8,639.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling