+27.6%
ILMN vs ENB
+103.5%
-75.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.6% |
| 7D | +1.9% | -0.5% | +2.4% | +2.1% |
| 30D | +12.3% | -0.2% | +12.5% | +12.2% |
| 3M | +33.5% | -7.5% | +41.1% | +37.5% |
| 6M | +69.4% | -4.1% | +73.5% | +71.1% |
| YTD | +60.9% | +9.8% | +51.1% | +52.7% |
| 1Y | +115.0% | +8.7% | +106.3% | +104.5% |
| 3Y | +37.0% | +79.0% | -42.0% | +1.9% |
| 5Y | -53.1% | +69.1% | -122.2% | -64.0% |
| 10Y | +27.6% | +96.5% | -68.9% | -12.5% |
| All | +27.6% | +103.5% | -75.9% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling