+2,056.5%
ENPH vs IDXX
+371.0%
+1,685.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | +0.8% | -4.8% | +5.6% | +3.5% |
| 30D | -9.4% | -7.5% | -1.9% | -5.6% |
| 3M | -32.8% | -9.1% | -23.7% | -30.0% |
| 6M | -16.8% | -11.2% | -5.6% | -12.9% |
| YTD | +14.4% | -24.7% | +39.1% | +31.8% |
| 1Y | -2.6% | -20.5% | +17.9% | +6.9% |
| 3Y | -70.0% | +10.3% | -80.3% | -74.8% |
| 5Y | -76.8% | -23.0% | -53.8% | -76.0% |
| 10Y | +2,056.5% | +369.3% | +1,687.1% | +1,038.1% |
| All | +2,056.5% | +371.0% | +1,685.4% | +1,038.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 10y: compounded portfolio wealth divided by compounded IDXX 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…
10y analysis · Full analysis span regression · 6 months rolling