-77.3%
ENPH vs NVS
+92.9%
-170.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.1% | -14.3% | +14.2% | +5.1% |
| 30D | -10.8% | -10.0% | -0.9% | -8.6% |
| 3M | -33.8% | -10.9% | -22.9% | -32.4% |
| 6M | -16.1% | -12.0% | -4.2% | -13.7% |
| YTD | +13.4% | +2.5% | +10.9% | +7.2% |
| 1Y | -2.6% | +10.7% | -13.3% | -12.0% |
| 3Y | -70.3% | +53.3% | -123.6% | -76.8% |
| All | -77.3% | +92.9% | -170.2% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling