+109.1%
AMGN vs ENPH
-77.4%
+186.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -13.9% | +1.5% | -15.4% | -14.0% |
| 30D | -7.1% | -12.9% | +5.7% | -6.5% |
| 3M | +13.9% | -27.1% | +41.0% | +15.7% |
| 6M | +3.2% | -15.4% | +18.7% | +2.9% |
| YTD | +19.2% | +15.0% | +4.2% | +15.9% |
| 1Y | +41.1% | -0.7% | +41.8% | +37.9% |
| 3Y | +61.3% | -69.3% | +130.6% | +62.9% |
| 5Y | +109.1% | -76.7% | +185.8% | +115.5% |
| All | +109.1% | -77.4% | +186.5% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling