+2,748.5%
ASML vs ENPH
+286.3%
+2,462.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.2% | -1.2% | -8.3% |
| 7D | -19.0% | +12.0% | -31.1% | -20.3% |
| 30D | -25.9% | -14.6% | -11.4% | -24.7% |
| 3M | -19.1% | -25.6% | +6.6% | -16.4% |
| 6M | -5.7% | -19.6% | +13.8% | -4.2% |
| YTD | +27.6% | -9.6% | +37.2% | +25.6% |
| 1Y | +30.8% | -10.0% | +40.8% | +28.6% |
| 3Y | +116.2% | -64.2% | +180.4% | +128.5% |
| 5Y | +67.7% | -87.8% | +155.5% | +95.4% |
| 10Y | +1,355.3% | +2,376.1% | -1,020.7% | +941.0% |
| All | +2,748.5% | +286.3% | +2,462.2% | +1,998.9% |
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