+14.1%
QCOM vs ENB
+58.6%
-44.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | +4.3% | +3.1% | +1.1% | +2.9% |
| 30D | -0.1% | +2.1% | -2.2% | -1.1% |
| 3M | +5.2% | -4.4% | +9.7% | +7.1% |
| 6M | -18.4% | -10.1% | -8.3% | -15.0% |
| YTD | +2.4% | +5.2% | -2.8% | -2.3% |
| 1Y | +0.9% | +4.2% | -3.3% | -3.3% |
| 3Y | +48.4% | +70.1% | -21.7% | +3.6% |
| All | +14.1% | +58.6% | -44.5% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling