+24.3%
BMY vs SEDG
-87.2%
+111.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.5% | 0.0% |
| 7D | -4.8% | +1.4% | -6.2% | -4.8% |
| 30D | -0.1% | +8.3% | -8.4% | -0.4% |
| 3M | +13.1% | -40.7% | +53.8% | +14.6% |
| 6M | +8.4% | -3.9% | +12.3% | +7.1% |
| YTD | +22.0% | +20.2% | +1.8% | +19.1% |
| 1Y | +40.3% | +17.6% | +22.7% | +36.4% |
| 3Y | +20.5% | -76.6% | +97.1% | +16.9% |
| All | +24.3% | -87.2% | +111.4% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling