+1,018.6%
ILMN vs ENB
+2,706.0%
-1,687.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.5% |
| 7D | -9.7% | -5.2% | -4.5% | -7.8% |
| 30D | -20.4% | +2.2% | -22.6% | -21.2% |
| 3M | +10.0% | -8.1% | +18.1% | +13.4% |
| 6M | +49.5% | -11.2% | +60.7% | +55.7% |
| YTD | +62.5% | +2.0% | +60.5% | +59.2% |
| 1Y | +76.0% | +4.1% | +71.9% | +70.9% |
| 3Y | +94.2% | +64.7% | +29.4% | +54.1% |
| 5Y | -46.3% | +46.6% | -92.9% | -55.2% |
| 10Y | +62.7% | +102.7% | -39.9% | +14.0% |
| All | +1,018.6% | +2,706.0% | -1,687.3% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling