+51.2%
JNJ vs ENB
+9.4%
+41.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +1.9% | +0.5% | +1.5% | +1.8% |
| 30D | +9.2% | +6.0% | +3.3% | +7.6% |
| 3M | +8.9% | -7.4% | +16.3% | +11.3% |
| 6M | +24.6% | -8.5% | +33.0% | +27.8% |
| YTD | +35.7% | +6.1% | +29.6% | +35.7% |
| 1Y | +51.2% | +9.4% | +41.8% | +51.5% |
| All | +51.2% | +9.4% | +41.8% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling