-2.6%
BDX vs ENPH
-77.4%
+74.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -5.4% | +1.5% | -6.9% | -5.5% |
| 30D | -2.2% | -12.9% | +10.7% | -1.8% |
| 3M | +20.1% | -27.1% | +47.2% | +21.1% |
| 6M | +9.1% | -15.4% | +24.5% | +8.7% |
| YTD | +17.9% | +15.0% | +2.9% | +15.5% |
| 1Y | +22.1% | -0.7% | +22.8% | +20.1% |
| 3Y | -10.5% | -69.3% | +58.8% | -9.8% |
| 5Y | -2.6% | -76.7% | +74.1% | -0.4% |
| All | -2.6% | -77.4% | +74.8% | -0.4% |
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