+103.4%
AMGN vs SEDG
-87.2%
+190.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | -1.1% |
| 7D | -13.7% | +1.4% | -15.1% | -13.8% |
| 30D | -8.8% | +8.3% | -17.1% | -9.2% |
| 3M | +7.2% | -40.7% | +47.9% | +8.9% |
| 6M | +1.3% | -3.9% | +5.2% | -0.6% |
| YTD | +17.6% | +20.2% | -2.6% | +13.6% |
| 1Y | +37.2% | +17.6% | +19.6% | +32.0% |
| 3Y | +57.7% | -76.6% | +134.3% | +52.3% |
| All | +103.4% | -87.2% | +190.6% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling