+5.0%
SYK vs ENB
+63.1%
-58.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.9% | -0.5% |
| 7D | -12.3% | -4.6% | -7.8% | -10.8% |
| 30D | -22.4% | -5.2% | -17.2% | -20.9% |
| 3M | -12.3% | -13.4% | +1.0% | -7.4% |
| 6M | -24.3% | -7.8% | -16.5% | -22.1% |
| YTD | -22.8% | +4.9% | -27.7% | -24.8% |
| 1Y | -28.8% | +3.2% | -32.0% | -30.3% |
| 3Y | -4.0% | +71.0% | -75.0% | -26.8% |
| All | +5.0% | +63.1% | -58.1% | -17.2% |
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 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