+604.1%
ABBV vs ENPH
+2,128.2%
-1,524.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.3% |
| 7D | +1.3% | -8.4% | +9.7% | +1.5% |
| 30D | +4.7% | -11.2% | +15.9% | +5.0% |
| 3M | +18.3% | -36.1% | +54.4% | +19.6% |
| 6M | +43.4% | -37.9% | +81.3% | +44.4% |
| YTD | +33.0% | -18.7% | +51.6% | +31.9% |
| 1Y | +30.8% | -9.8% | +40.6% | +29.2% |
| 3Y | +135.1% | -66.8% | +201.9% | +136.8% |
| 5Y | +201.2% | -89.6% | +290.9% | +211.8% |
| All | +604.1% | +2,128.2% | -1,524.1% | +521.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling