+82.7%
JNJ vs ENB
+68.4%
+14.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | +2.5% | -1.1% | +3.6% | +2.7% |
| 3M | +13.2% | -8.5% | +21.7% | +15.7% |
| 6M | +11.3% | -4.5% | +15.8% | +12.5% |
| YTD | +31.1% | +9.1% | +22.0% | +28.3% |
| 1Y | +54.3% | +8.0% | +46.4% | +51.3% |
| 3Y | +81.1% | +77.8% | +3.3% | +58.1% |
| 5Y | +82.7% | +69.4% | +13.4% | +59.2% |
| All | +82.7% | +68.4% | +14.3% | +59.2% |
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 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