+27.8%
INTC vs ENB
+58.6%
-30.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +6.0% | +3.1% | +2.9% | +4.8% |
| 30D | -39.2% | +2.1% | -41.3% | -39.8% |
| 3M | -42.9% | -4.4% | -38.5% | -42.0% |
| 6M | -50.4% | -10.1% | -40.4% | -48.7% |
| YTD | +61.7% | +5.2% | +56.5% | +53.1% |
| 1Y | +66.1% | +4.2% | +61.9% | +57.8% |
| 3Y | +58.1% | +70.1% | -11.9% | +11.6% |
| All | +27.8% | +58.6% | -30.8% | -3.7% |
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