-51.4%
ILMN vs ENB
+69.5%
-120.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | +9.2% | -2.2% | +11.4% | +10.1% |
| 3M | +29.8% | -10.5% | +40.4% | +36.1% |
| 6M | +69.2% | -5.1% | +74.3% | +71.6% |
| YTD | +66.4% | +9.0% | +57.4% | +56.6% |
| 1Y | +123.4% | +8.2% | +115.2% | +110.4% |
| 3Y | +33.2% | +67.8% | -34.6% | -9.5% |
| All | -51.4% | +69.5% | -120.9% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling