+8,682.5%
JNJ vs ENB
+11,799.4%
-3,116.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +7.4% | -2.2% | +9.6% | +7.8% |
| 3M | +21.2% | -10.5% | +31.7% | +23.5% |
| 6M | +13.4% | -5.1% | +18.5% | +14.3% |
| YTD | +35.1% | +9.0% | +26.2% | +33.0% |
| 1Y | +57.4% | +8.2% | +49.2% | +55.1% |
| 3Y | +86.8% | +67.8% | +19.0% | +70.3% |
| 5Y | +80.8% | +69.4% | +11.4% | +63.7% |
| 10Y | +202.7% | +117.5% | +85.2% | +156.6% |
| All | +8,682.5% | +11,799.4% | -3,116.9% | +5,065.4% |
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