+1,919.4%
ENPH vs INCY
+54.2%
+1,865.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | -0.1% | -4.2% | +4.1% | +1.4% |
| 30D | -10.8% | +0.6% | -11.4% | -11.2% |
| 3M | -33.8% | +12.6% | -46.5% | -37.4% |
| 6M | -16.1% | +28.3% | -44.5% | -25.2% |
| YTD | +13.4% | +23.0% | -9.6% | +2.6% |
| 1Y | -2.6% | +41.0% | -43.6% | -17.2% |
| 3Y | -70.3% | +88.6% | -158.8% | -78.4% |
| 5Y | -77.0% | +70.8% | -147.8% | -82.7% |
| All | +1,919.4% | +54.2% | +1,865.2% | +1,492.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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