-51.9%
NVO vs ENB
+69.7%
-121.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.7% |
| 7D | -7.4% | -4.6% | -2.8% | -6.7% |
| 30D | -5.5% | -5.2% | -0.3% | -4.8% |
| 3M | +4.1% | -13.4% | +17.5% | +6.4% |
| 6M | +19.3% | -7.8% | +27.1% | +20.9% |
| YTD | -9.2% | +4.9% | -14.1% | -10.2% |
| 1Y | -15.0% | +3.2% | -18.3% | -15.7% |
| All | -51.9% | +69.7% | -121.6% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling