+193.4%
JNJ vs ENB
+94.4%
+99.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.6% | +0.7% |
| 7D | -4.3% | -4.6% | +0.2% | -3.2% |
| 30D | +3.0% | -5.2% | +8.2% | +4.4% |
| 3M | +12.2% | -13.4% | +25.6% | +16.2% |
| 6M | +10.5% | -7.8% | +18.3% | +12.6% |
| YTD | +30.8% | +4.9% | +25.9% | +29.0% |
| 1Y | +54.9% | +3.2% | +51.7% | +53.3% |
| 3Y | +80.7% | +71.0% | +9.7% | +57.3% |
| 5Y | +83.4% | +64.0% | +19.4% | +59.6% |
| All | +193.4% | +94.4% | +99.0% | +131.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling