+395.2%
ENPH vs IDXX
+1,064.9%
-669.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -0.1% | -5.7% | +5.7% | +3.1% |
| 30D | -10.8% | -11.5% | +0.7% | -4.9% |
| 3M | -33.8% | -9.5% | -24.3% | -30.9% |
| 6M | -16.1% | -16.0% | -0.2% | -9.5% |
| YTD | +13.4% | -25.4% | +38.8% | +30.8% |
| 1Y | -2.6% | -21.8% | +19.2% | +7.6% |
| 3Y | -70.3% | +7.0% | -77.3% | -74.2% |
| 5Y | -77.0% | -26.0% | -51.1% | -75.7% |
| 10Y | +1,919.4% | +358.9% | +1,560.5% | +737.8% |
| All | +395.2% | +1,064.9% | -669.7% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling