+232.1%
AMGN vs SEDG
+83.3%
+148.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -2.5% |
| 7D | -13.9% | +8.7% | -22.6% | -14.4% |
| 30D | -7.1% | +10.3% | -17.5% | -7.9% |
| 3M | +13.9% | -32.6% | +46.5% | +15.6% |
| 6M | +3.2% | -3.6% | +6.8% | +0.9% |
| YTD | +19.2% | +27.4% | -8.1% | +13.6% |
| 1Y | +41.1% | +24.9% | +16.2% | +33.7% |
| 3Y | +61.3% | -75.3% | +136.6% | +61.2% |
| 5Y | +109.1% | -86.3% | +195.4% | +111.5% |
| 10Y | +209.4% | +117.7% | +91.7% | +127.2% |
| All | +232.1% | +83.3% | +148.8% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling