-38.6%
DXCM vs ENPH
-77.3%
+38.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.8% | -10.6% | -4.7% |
| 7D | -6.2% | +9.3% | -15.5% | -7.3% |
| 30D | -0.3% | -7.3% | +7.0% | +0.5% |
| 3M | +10.3% | -31.7% | +42.1% | +15.0% |
| 6M | +24.1% | -3.5% | +27.6% | +21.1% |
| YTD | +27.4% | +21.2% | +6.2% | +18.4% |
| 1Y | +8.4% | +0.1% | +8.3% | +3.0% |
| 3Y | -19.0% | -67.7% | +48.7% | -14.9% |
| 5Y | -38.6% | -76.2% | +37.6% | -36.3% |
| All | -38.6% | -77.3% | +38.8% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling