+651.8%
BSX vs ENPH
+389.6%
+262.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.2% |
| 7D | -7.0% | +3.4% | -10.4% | -7.2% |
| 30D | -10.9% | -10.3% | -0.6% | -10.5% |
| 3M | -8.2% | -31.4% | +23.2% | -6.9% |
| 6M | -37.5% | -10.1% | -27.3% | -37.8% |
| YTD | -52.8% | +14.6% | -67.4% | -54.1% |
| 1Y | -58.4% | -3.2% | -55.2% | -59.3% |
| 3Y | -16.5% | -69.5% | +52.9% | -15.1% |
| 5Y | -1.0% | -77.2% | +76.3% | +0.4% |
| 10Y | +91.2% | +1,940.0% | -1,848.8% | +42.2% |
| All | +651.8% | +389.6% | +262.2% | +457.9% |
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