+2,988.3%
ENB vs EXEL
+273.2%
+2,715.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -0.2% | +8.4% | -8.6% | -0.8% |
| 30D | -2.2% | +4.1% | -6.3% | -2.6% |
| 3M | -10.5% | +12.4% | -22.9% | -11.3% |
| 6M | -5.1% | +41.5% | -46.6% | -7.5% |
| YTD | +9.0% | +34.6% | -25.7% | +6.4% |
| 1Y | +8.2% | +57.9% | -49.7% | +4.3% |
| 3Y | +67.8% | +159.5% | -91.7% | +54.8% |
| 5Y | +69.4% | +198.5% | -129.1% | +53.9% |
| 10Y | +117.5% | +411.4% | -293.8% | +85.6% |
| All | +2,988.3% | +273.2% | +2,715.1% | +2,276.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling