+88.5%
ENB vs NVS
+179.5%
-91.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.8% |
| 7D | -4.7% | -14.3% | +9.6% | +1.6% |
| 30D | -5.9% | -10.0% | +4.1% | -2.4% |
| 3M | -14.2% | -10.9% | -3.4% | -10.8% |
| 6M | -8.6% | -12.0% | +3.4% | -4.7% |
| YTD | +3.9% | +2.5% | +1.4% | -0.3% |
| 1Y | +1.8% | +10.7% | -8.9% | -6.7% |
| 3Y | +68.5% | +53.3% | +15.2% | +26.1% |
| 5Y | +62.4% | +93.6% | -31.2% | +2.9% |
| All | +88.5% | +179.5% | -91.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling