+400.3%
ENPH vs NVS
+358.8%
+41.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.3% | -5.3% |
| 7D | +3.4% | -15.4% | +18.8% | +13.1% |
| 30D | -10.3% | -12.3% | +2.1% | -4.5% |
| 3M | -31.4% | -7.8% | -23.6% | -30.2% |
| 6M | -10.1% | -13.0% | +2.8% | -5.1% |
| YTD | +14.6% | +2.8% | +11.8% | +7.5% |
| 1Y | -3.2% | +10.6% | -13.8% | -14.3% |
| 3Y | -69.5% | +55.1% | -124.5% | -78.8% |
| 5Y | -77.2% | +91.7% | -168.9% | -86.8% |
| 10Y | +1,940.0% | +181.2% | +1,758.8% | +775.7% |
| All | +400.3% | +358.8% | +41.5% | +9.3% |
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