+102.8%
ENPH vs BBIO
+136.7%
-33.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.1% | -3.2% | +3.2% | +0.7% |
| 30D | -10.8% | -13.6% | +2.8% | -7.8% |
| 3M | -33.8% | +7.2% | -41.1% | -35.2% |
| 6M | -16.1% | +1.5% | -17.6% | -17.1% |
| YTD | +13.4% | -5.3% | +18.7% | +13.2% |
| 1Y | -2.6% | +37.7% | -40.3% | -11.8% |
| 3Y | -70.3% | +153.9% | -224.2% | -77.6% |
| 5Y | -77.0% | +43.9% | -120.9% | -86.1% |
| All | +102.8% | +136.7% | -33.8% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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