+89.8%
ABBV vs SEDG
-75.7%
+165.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.7% | +1.6% |
| 7D | -2.0% | +8.7% | -10.7% | -2.1% |
| 30D | +2.0% | +10.3% | -8.4% | +1.8% |
| 3M | +14.2% | -32.6% | +46.8% | +14.6% |
| 6M | +14.1% | -3.6% | +17.6% | +13.0% |
| YTD | +14.2% | +27.4% | -13.1% | +12.0% |
| 1Y | +24.2% | +24.9% | -0.7% | +21.2% |
| All | +89.8% | -75.7% | +165.5% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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