-1.1%
UNH vs ENB
+58.6%
-59.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +3.4% | +3.1% | +0.3% | +2.7% |
| 30D | +3.0% | +2.1% | +0.9% | +2.5% |
| 3M | +2.7% | -4.4% | +7.2% | +3.8% |
| 6M | +2.8% | -10.1% | +12.8% | +5.2% |
| YTD | +25.9% | +5.2% | +20.7% | +24.0% |
| 1Y | +25.8% | +4.2% | +21.6% | +24.1% |
| 3Y | -20.0% | +70.1% | -90.1% | -33.0% |
| All | -1.1% | +58.6% | -59.7% | -10.8% |
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