+86.7%
ABBV vs ENPH
-70.0%
+156.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +0.9% |
| 7D | -4.1% | +3.4% | -7.5% | -4.2% |
| 30D | +1.2% | -10.3% | +11.4% | +1.3% |
| 3M | +12.1% | -31.4% | +43.5% | +12.7% |
| 6M | +12.0% | -10.1% | +22.2% | +11.6% |
| YTD | +12.4% | +14.6% | -2.2% | +10.5% |
| 1Y | +22.9% | -3.2% | +26.2% | +21.5% |
| All | +86.7% | -70.0% | +156.7% | +90.7% |
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