+70.1%
ENB vs EXEL
+236.1%
-166.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.8% |
| 7D | -2.4% | -2.4% | 0.0% | -2.3% |
| 30D | +2.5% | +17.9% | -15.4% | +1.7% |
| 3M | -5.8% | +33.3% | -39.1% | -7.1% |
| 6M | -8.5% | +46.6% | -55.1% | -10.3% |
| YTD | +3.9% | +61.0% | -57.1% | +1.2% |
| 1Y | +3.7% | +70.4% | -66.7% | +0.5% |
| 3Y | +70.1% | +236.1% | -166.0% | +52.4% |
| All | +70.1% | +236.1% | -166.0% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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