+255.2%
ENPH vs BIDU
-47.2%
+302.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -2.9% |
| 7D | -8.4% | -4.6% | -3.9% | -6.7% |
| 30D | -11.2% | -4.5% | -6.6% | -9.6% |
| 3M | -36.1% | -25.4% | -10.7% | -28.8% |
| 6M | -37.9% | -48.1% | +10.2% | -20.7% |
| YTD | -18.7% | -40.2% | +21.5% | -2.9% |
| 1Y | -9.8% | -35.2% | +25.4% | +3.7% |
| 3Y | -66.8% | -27.1% | -39.7% | -65.2% |
| 5Y | -89.6% | -54.2% | -35.5% | -88.1% |
| 10Y | +2,186.8% | -52.0% | +2,238.9% | +2,214.8% |
| All | +255.2% | -47.2% | +302.3% | +248.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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