+1,156.2%
ABBV vs ENPH
+839.8%
+316.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +0.4% | -2.4% | +2.7% | +0.5% |
| 30D | +4.2% | -6.6% | +10.8% | +4.4% |
| 3M | +14.8% | -46.8% | +61.6% | +17.2% |
| 6M | +10.3% | -14.7% | +25.0% | +10.1% |
| YTD | +14.9% | +13.5% | +1.4% | +12.8% |
| 1Y | +24.1% | -0.4% | +24.5% | +22.3% |
| 3Y | +91.9% | -71.7% | +163.7% | +95.6% |
| 5Y | +176.0% | -79.1% | +255.1% | +179.1% |
| 10Y | +502.9% | +1,898.4% | -1,395.4% | +365.4% |
| All | +1,156.2% | +839.8% | +316.4% | +842.1% |
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