+46,613.4%
QCOM vs ENB
+8,787.7%
+37,825.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.4% | -8.1% | -9.1% |
| 7D | -15.5% | -2.4% | -13.1% | -14.9% |
| 30D | -13.4% | +3.4% | -16.8% | -14.3% |
| 3M | 0.0% | -6.1% | +6.1% | +1.7% |
| 6M | -15.2% | -10.0% | -5.2% | -13.0% |
| YTD | -6.9% | +4.7% | -11.6% | -8.8% |
| 1Y | -11.0% | +7.5% | -18.5% | -13.5% |
| 3Y | +39.8% | +69.1% | -29.4% | +18.4% |
| 5Y | +7.2% | +50.4% | -43.2% | -5.9% |
| 10Y | +207.7% | +108.0% | +99.7% | +142.1% |
| All | +46,613.4% | +8,787.7% | +37,825.7% | +28,437.1% |
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 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