+2,853.9%
ENB vs EXEL
+347.1%
+2,506.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.8% | -2.8% | +1.0% | -1.6% |
| 30D | +2.0% | +18.2% | -16.1% | +0.8% |
| 3M | -5.8% | +37.7% | -43.6% | -7.9% |
| 6M | -9.7% | +42.2% | -51.9% | -12.0% |
| YTD | +4.2% | +61.3% | -57.1% | +0.4% |
| 1Y | +3.2% | +64.5% | -61.3% | -0.7% |
| 3Y | +70.6% | +236.7% | -166.1% | +54.7% |
| 5Y | +55.1% | +296.3% | -241.2% | +38.3% |
| 10Y | +107.6% | +331.1% | -223.5% | +79.2% |
| All | +2,853.9% | +347.1% | +2,506.8% | +2,144.4% |
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 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