+11,355.1%
ENB vs TEVA
+6,895.5%
+4,459.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.5% | -3.7% |
| 7D | -4.6% | -0.7% | -3.8% | -4.5% |
| 30D | -5.2% | -0.4% | -4.9% | -5.2% |
| 3M | -13.4% | +8.2% | -21.6% | -14.2% |
| 6M | -7.8% | +15.3% | -23.1% | -9.4% |
| YTD | +4.9% | +16.5% | -11.6% | +2.9% |
| 1Y | +3.2% | +85.7% | -82.5% | -3.4% |
| 3Y | +71.0% | +277.9% | -206.9% | +46.9% |
| 5Y | +64.0% | +295.5% | -231.5% | +38.2% |
| 10Y | +92.8% | -24.5% | +117.2% | +73.0% |
| All | +11,355.1% | +6,895.5% | +4,459.6% | +10,349.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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