+255.2%
ENPH vs BB
-35.5%
+290.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -2.0% |
| 7D | -8.4% | +1.8% | -10.3% | -8.8% |
| 30D | -11.2% | +8.1% | -19.3% | -13.5% |
| 3M | -36.1% | -1.0% | -35.1% | -36.5% |
| 6M | -37.9% | +45.9% | -83.8% | -44.8% |
| YTD | -18.7% | +134.8% | -153.5% | -37.2% |
| 1Y | -9.8% | +104.6% | -114.4% | -28.0% |
| 3Y | -66.8% | +152.8% | -219.7% | -76.4% |
| 5Y | -89.6% | -17.4% | -72.2% | -90.6% |
| 10Y | +2,186.8% | +22.4% | +2,164.4% | +1,298.6% |
| All | +255.2% | -35.5% | +290.7% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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