+208.5%
BMY vs ENPH
+247.6%
-39.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.4% | +1.9% |
| 7D | +2.1% | -8.4% | +10.5% | +2.4% |
| 30D | +7.0% | -11.2% | +18.2% | +7.4% |
| 3M | -0.9% | -36.1% | +35.2% | +0.7% |
| 6M | +14.9% | -37.9% | +52.9% | +16.2% |
| YTD | +22.8% | -18.7% | +41.5% | +22.1% |
| 1Y | +36.2% | -9.8% | +46.1% | +34.8% |
| 3Y | +45.7% | -66.8% | +112.5% | +47.6% |
| 5Y | +31.3% | -89.6% | +120.9% | +36.9% |
| 10Y | +60.6% | +2,186.8% | -2,126.2% | +29.6% |
| All | +208.5% | +247.6% | -39.1% | +150.4% |
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 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