+1,747.1%
NXPI vs ENB
+330.7%
+1,416.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.7% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | -1.4% | -2.2% | +0.8% | -0.4% |
| 3M | -29.1% | -10.5% | -18.5% | -25.1% |
| 6M | +6.2% | -5.1% | +11.3% | +8.4% |
| YTD | +5.9% | +9.0% | -3.1% | 0.0% |
| 1Y | +2.9% | +8.2% | -5.3% | -2.7% |
| 3Y | +14.5% | +67.8% | -53.3% | -16.3% |
| 5Y | +17.1% | +69.4% | -52.3% | -15.3% |
| 10Y | +193.4% | +117.5% | +75.8% | +75.3% |
| All | +1,747.1% | +330.7% | +1,416.4% | +359.2% |
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 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