+325.0%
NVO vs ENPH
+384.7%
-59.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 6M | +16.5% | -16.1% | +32.6% | +16.3% |
| YTD | -11.1% | +13.4% | -24.5% | -12.9% |
| 1Y | -16.7% | -2.6% | -14.1% | -18.0% |
| 3Y | -52.9% | -70.3% | +17.3% | -52.1% |
| 5Y | -3.0% | -77.0% | +74.1% | -1.4% |
| 10Y | +147.1% | +1,919.4% | -1,772.4% | +110.0% |
| All | +325.0% | +384.7% | -59.6% | +278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling