-52.9%
NVO vs ENPH
-70.3%
+17.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.8% | -2.1% |
| 7D | -7.6% | -0.1% | -7.5% | -7.6% |
| 30D | -6.0% | -10.8% | +4.9% | -5.6% |
| 3M | -0.8% | -33.8% | +33.1% | +0.6% |
| 6M | +16.5% | -16.1% | +32.6% | +15.9% |
| YTD | -11.1% | +13.4% | -24.5% | -13.5% |
| 1Y | -16.7% | -2.6% | -14.1% | -18.4% |
| 3Y | -52.9% | -70.3% | +17.3% | -50.4% |
| All | -52.9% | -70.3% | +17.4% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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