+2,094.7%
NXPI vs ENB
+312.0%
+1,782.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | +1.7% | -1.8% | +3.5% | +2.7% |
| 30D | +19.7% | +2.0% | +17.6% | +18.4% |
| 3M | +14.5% | -5.8% | +20.3% | +17.8% |
| 6M | -11.2% | -9.7% | -1.5% | -7.1% |
| YTD | +25.8% | +4.2% | +21.6% | +21.3% |
| 1Y | +35.2% | +3.2% | +32.0% | +30.9% |
| 3Y | +52.3% | +70.6% | -18.3% | +10.2% |
| 5Y | +34.8% | +55.1% | -20.3% | +2.2% |
| 10Y | +214.4% | +107.6% | +106.8% | +93.6% |
| All | +2,094.7% | +312.0% | +1,782.8% | +457.2% |
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