+216.5%
QCOM vs ENB
+100.6%
+115.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.1% | +6.7% |
| 7D | +0.4% | -5.2% | +5.6% | +2.8% |
| 30D | -6.6% | +2.2% | -8.8% | -7.7% |
| 3M | +3.7% | -8.1% | +11.7% | +7.4% |
| 6M | -13.3% | -11.2% | -2.1% | -9.3% |
| YTD | -1.8% | +2.0% | -3.8% | -4.2% |
| 1Y | -2.5% | +4.1% | -6.6% | -6.0% |
| 3Y | +47.0% | +64.7% | -17.8% | +11.4% |
| 5Y | +13.1% | +46.6% | -33.5% | -9.2% |
| All | +216.5% | +100.6% | +115.9% | +106.3% |
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