+384.5%
DXCM vs ENPH
+2,128.2%
-1,743.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.0% | +2.7% |
| 7D | +4.9% | -8.4% | +13.4% | +6.0% |
| 30D | -0.2% | -11.2% | +11.0% | +1.0% |
| 3M | -8.9% | -36.1% | +27.2% | -4.3% |
| 6M | +42.3% | -37.9% | +80.2% | +47.3% |
| YTD | +25.6% | -18.7% | +44.2% | +23.2% |
| 1Y | +39.5% | -9.8% | +49.4% | +35.0% |
| 3Y | -15.3% | -66.8% | +51.5% | -12.6% |
| 5Y | -48.4% | -89.6% | +41.2% | -40.1% |
| All | +384.5% | +2,128.2% | -1,743.7% | +221.4% |
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