-0.9%
NVO vs ENB
+61.9%
-62.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.5% |
| 7D | -7.4% | -4.6% | -2.8% | -6.5% |
| 30D | -5.5% | -5.2% | -0.3% | -4.6% |
| 3M | +4.1% | -13.4% | +17.5% | +7.1% |
| 6M | +19.3% | -7.8% | +27.1% | +21.2% |
| YTD | -9.2% | +4.9% | -14.1% | -10.5% |
| 1Y | -15.0% | +3.2% | -18.3% | -15.9% |
| 3Y | -50.9% | +71.0% | -121.8% | -57.1% |
| 5Y | -0.9% | +64.0% | -64.8% | -17.2% |
| All | -0.9% | +61.9% | -62.8% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling