+260.9%
DXCM vs ENPH
+1,928.7%
-1,667.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.7% | -0.1% |
| 7D | -6.5% | +3.4% | -9.9% | -6.9% |
| 30D | -4.3% | -10.3% | +6.0% | -3.3% |
| 3M | +7.3% | -31.4% | +38.7% | +11.3% |
| 6M | +22.0% | -10.1% | +32.2% | +20.7% |
| YTD | +26.4% | +14.6% | +11.8% | +20.0% |
| 1Y | +7.0% | -3.2% | +10.2% | +3.1% |
| 3Y | -19.6% | -69.5% | +49.8% | -16.0% |
| 5Y | -39.3% | -77.2% | +38.0% | -36.0% |
| 10Y | +260.9% | +1,940.0% | -1,679.1% | +191.0% |
| All | +260.9% | +1,928.7% | -1,667.8% | +191.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling