+39.3%
QCOM vs ENB
+68.0%
-28.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.4% | -8.1% | -9.3% |
| 7D | -15.5% | -2.4% | -13.1% | -15.1% |
| 30D | -13.4% | +3.4% | -16.8% | -13.9% |
| 3M | 0.0% | -6.1% | +6.1% | +1.2% |
| 6M | -15.2% | -10.0% | -5.2% | -13.7% |
| YTD | -6.9% | +4.7% | -11.6% | -9.2% |
| 1Y | -11.0% | +7.5% | -18.5% | -14.0% |
| All | +39.3% | +68.0% | -28.8% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling