-3.5%
ENPH vs IDXX
-20.6%
+17.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +0.8% | -4.8% | +5.6% | +1.4% |
| 30D | -9.4% | -7.5% | -1.9% | -8.5% |
| 3M | -32.8% | -9.1% | -23.7% | -32.0% |
| 6M | -16.8% | -11.2% | -5.6% | -15.2% |
| YTD | +14.4% | -24.7% | +39.1% | +20.9% |
| All | -3.5% | -20.6% | +17.1% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling