+753.2%
AMGN vs ENPH
+417.7%
+335.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +6.8% | -16.8% | -10.5% |
| 7D | -10.3% | +9.3% | -19.5% | -10.8% |
| 30D | -3.8% | -7.3% | +3.5% | -3.4% |
| 3M | +14.4% | -31.7% | +46.1% | +16.5% |
| 6M | +7.8% | -3.5% | +11.3% | +6.8% |
| YTD | +22.6% | +21.2% | +1.4% | +19.4% |
| 1Y | +44.2% | +0.1% | +44.2% | +41.6% |
| 3Y | +65.8% | -67.7% | +133.5% | +69.0% |
| 5Y | +108.0% | -76.2% | +184.2% | +110.5% |
| 10Y | +209.9% | +2,057.2% | -1,847.4% | +135.6% |
| All | +753.2% | +417.7% | +335.5% | +569.9% |
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 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