+23.9%
BMY vs ENPH
-77.4%
+101.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -6.4% | +1.5% | -7.9% | -6.5% |
| 30D | +0.2% | -12.9% | +13.1% | +0.8% |
| 3M | +16.0% | -27.1% | +43.1% | +17.2% |
| 6M | +8.3% | -15.4% | +23.8% | +8.0% |
| YTD | +22.2% | +15.0% | +7.2% | +19.5% |
| 1Y | +41.7% | -0.7% | +42.4% | +39.2% |
| 3Y | +20.7% | -69.3% | +90.1% | +21.9% |
| 5Y | +23.9% | -76.7% | +100.6% | +24.4% |
| All | +23.9% | -77.4% | +101.3% | +24.4% |
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