+5,265.9%
ENB vs NVS
+1,078.6%
+4,187.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.9% | +14.7% | +5.5% |
| 7D | -0.5% | -14.6% | +14.1% | +4.5% |
| 30D | -0.2% | -11.9% | +11.7% | +3.4% |
| 3M | -7.5% | -6.0% | -1.6% | -6.5% |
| 6M | -4.1% | -11.4% | +7.3% | -1.2% |
| YTD | +9.8% | +2.9% | +6.9% | +7.2% |
| 1Y | +8.7% | +10.2% | -1.5% | +3.3% |
| 3Y | +79.0% | +55.3% | +23.7% | +49.5% |
| 5Y | +69.1% | +89.6% | -20.5% | +30.6% |
| 10Y | +96.5% | +176.1% | -79.6% | +35.2% |
| All | +5,265.9% | +1,078.6% | +4,187.3% | +2,574.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling