+429.0%
ENPH vs INCY
+514.6%
-85.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.9% | +8.6% | +7.4% |
| 7D | +9.3% | -0.5% | +9.7% | +9.3% |
| 30D | -7.3% | +3.2% | -10.4% | -8.3% |
| 3M | -31.7% | +23.6% | -55.3% | -36.9% |
| 6M | -3.5% | +29.7% | -33.1% | -12.9% |
| YTD | +21.2% | +25.9% | -4.8% | +10.2% |
| 1Y | +0.1% | +43.7% | -43.7% | -13.6% |
| 3Y | -67.7% | +94.4% | -162.1% | -75.5% |
| 5Y | -76.2% | +68.0% | -144.2% | -81.2% |
| 10Y | +2,057.2% | +52.5% | +2,004.7% | +1,565.2% |
| All | +429.0% | +514.6% | -85.6% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling