+15,172.7%
INTC vs ENB
+11,799.4%
+3,373.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.7% |
| 7D | +7.1% | -0.2% | +7.3% | +7.1% |
| 30D | -5.2% | -2.2% | -3.0% | -4.7% |
| 3M | -14.3% | -10.5% | -3.8% | -11.9% |
| 6M | +110.2% | -5.1% | +115.2% | +112.1% |
| YTD | +159.6% | +9.0% | +150.7% | +151.2% |
| 1Y | +289.3% | +8.2% | +281.1% | +276.7% |
| 3Y | +166.1% | +67.8% | +98.3% | +125.8% |
| 5Y | +94.4% | +69.4% | +25.0% | +64.8% |
| 10Y | +227.7% | +117.5% | +110.2% | +155.2% |
| All | +15,172.7% | +11,799.4% | +3,373.4% | +9,238.0% |
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