-76.7%
ENPH vs INCY
+69.5%
-146.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +1.0% |
| 7D | +1.5% | -3.7% | +5.2% | +2.6% |
| 30D | -12.9% | +1.8% | -14.7% | -13.4% |
| 3M | -27.1% | +17.0% | -44.1% | -31.1% |
| 6M | -15.4% | +28.4% | -43.8% | -23.2% |
| YTD | +15.0% | +24.8% | -9.8% | +5.2% |
| 1Y | -0.7% | +42.9% | -43.6% | -14.2% |
| 3Y | -69.3% | +92.7% | -162.0% | -77.5% |
| 5Y | -76.7% | +73.3% | -150.0% | -81.4% |
| All | -76.7% | +69.5% | -146.2% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling