+3,021.4%
DXCM vs ENPH
+257.1%
+2,764.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.9% |
| 7D | -3.6% | -7.6% | +3.9% | -2.8% |
| 30D | -4.3% | -16.4% | +12.1% | -2.7% |
| 3M | -10.4% | -34.3% | +24.0% | -6.7% |
| 6M | +33.1% | -28.5% | +61.7% | +35.1% |
| YTD | +22.6% | -16.4% | +39.1% | +20.5% |
| 1Y | +36.5% | -12.8% | +49.3% | +33.4% |
| 3Y | -13.5% | -65.7% | +52.2% | -11.1% |
| 5Y | -49.6% | -89.4% | +39.7% | -42.8% |
| 10Y | +399.5% | +2,249.1% | -1,849.6% | +219.7% |
| All | +3,021.4% | +257.1% | +2,764.3% | +2,083.1% |
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