+400.3%
ENPH vs BMRN
+87.0%
+313.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +3.4% | -3.8% | +7.2% | +4.9% |
| 30D | -10.3% | -6.5% | -3.8% | -7.9% |
| 3M | -31.4% | +11.2% | -42.6% | -34.8% |
| 6M | -10.1% | +5.8% | -15.9% | -13.5% |
| YTD | +14.6% | +8.4% | +6.2% | +8.7% |
| 1Y | -3.2% | +15.7% | -18.9% | -11.4% |
| 3Y | -69.5% | -28.6% | -40.9% | -66.8% |
| 5Y | -77.2% | -19.6% | -57.6% | -76.6% |
| 10Y | +1,940.0% | -31.5% | +1,971.5% | +1,923.5% |
| All | +400.3% | +87.0% | +313.3% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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