-21.2%
BSX vs SEDG
-77.1%
+55.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.4% | -0.3% |
| 7D | -10.1% | +1.4% | -11.5% | -10.1% |
| 30D | -16.4% | +8.3% | -24.7% | -16.3% |
| 3M | -8.9% | -40.7% | +31.8% | -9.2% |
| 6M | -38.3% | -3.9% | -34.4% | -38.3% |
| YTD | -54.9% | +20.2% | -75.1% | -54.9% |
| 1Y | -58.8% | +17.6% | -76.4% | -58.8% |
| 3Y | -21.2% | -76.6% | +55.4% | -16.2% |
| All | -21.2% | -77.1% | +55.9% | -16.2% |
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