+20.7%
BMY vs SEDG
-75.7%
+96.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.2% |
| 7D | -6.4% | +8.7% | -15.1% | -6.7% |
| 30D | +0.2% | +10.3% | -10.1% | -0.2% |
| 3M | +16.0% | -32.6% | +48.6% | +17.1% |
| 6M | +8.3% | -3.6% | +11.9% | +6.8% |
| YTD | +22.2% | +27.4% | -5.2% | +18.5% |
| 1Y | +41.7% | +24.9% | +16.8% | +36.7% |
| All | +20.7% | -75.7% | +96.5% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling