+2,866.2%
ENB vs EXEL
+341.7%
+2,524.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | 0.0% | +1.6% | -1.6% | -0.1% |
| 30D | +1.4% | +17.4% | -16.0% | +0.2% |
| 3M | -5.2% | +38.6% | -43.8% | -7.4% |
| 6M | -9.9% | +41.2% | -51.1% | -12.2% |
| YTD | +4.7% | +59.3% | -54.7% | +1.0% |
| 1Y | +2.8% | +60.2% | -57.5% | -0.9% |
| 3Y | +71.3% | +232.6% | -161.3% | +55.5% |
| 5Y | +58.6% | +285.9% | -227.3% | +41.6% |
| 10Y | +108.5% | +325.9% | -217.4% | +80.1% |
| All | +2,866.2% | +341.7% | +2,524.6% | +2,155.6% |
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