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  • ENPH vs BG✓SelectedUSD · BGENPH vs BG performance historyLatest closeAs of-5.43%09/09
Stock and ETF performance explorer

ENPH vs BG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+400.3%
BG return
+165.2%
Excess return
+235.0%
Maximum drawdown
-96.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBGExcessAlpha
1D-5.4%-0.3%-5.1%-5.3%
7D+3.4%+0.5%+2.9%+3.1%
30D-10.3%+10.3%-20.6%-15.3%
3M-31.4%-1.9%-29.5%-31.7%
6M-10.1%+5.2%-15.4%-15.1%
YTD+14.6%+41.2%-26.6%-8.8%
1Y-3.2%+50.5%-53.7%-26.5%
3Y-69.5%+19.9%-89.4%-74.0%
5Y-77.2%+86.7%-163.9%-86.3%
10Y+1,940.0%+167.5%+1,772.5%+781.4%
All+400.3%+165.2%+235.0%+76.2%

Cumulative growth

Daily Returns

Daily percentage return beside BG.

Daily Out/Under-Performance

Portfolio return minus BG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BG 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 BG 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