+3,271.0%
DXCM vs ENPH
+384.9%
+2,886.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -3.2% | -2.4% | -0.9% | -3.0% |
| 30D | +6.3% | -6.6% | +13.0% | +7.0% |
| 3M | +21.1% | -46.8% | +67.9% | +28.7% |
| 6M | +20.6% | -14.7% | +35.3% | +20.2% |
| YTD | +32.4% | +13.5% | +19.0% | +26.5% |
| 1Y | +8.8% | -0.4% | +9.3% | +4.8% |
| 3Y | -13.7% | -71.7% | +58.0% | -9.2% |
| 5Y | -35.2% | -79.1% | +43.9% | -31.3% |
| 10Y | +281.8% | +1,898.4% | -1,616.6% | +145.3% |
| All | +3,271.0% | +384.9% | +2,886.1% | +2,191.1% |
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