+1,919.4%
ENPH vs TEVA
-22.9%
+1,942.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.1% |
| 7D | -0.1% | +2.0% | -2.1% | -0.7% |
| 30D | -10.8% | +1.0% | -11.8% | -11.1% |
| 3M | -33.8% | +7.3% | -41.1% | -35.9% |
| 6M | -16.1% | +21.7% | -37.9% | -23.1% |
| YTD | +13.4% | +18.8% | -5.4% | +4.3% |
| 1Y | -2.6% | +86.5% | -89.1% | -24.3% |
| 3Y | -70.3% | +269.4% | -339.7% | -83.1% |
| 5Y | -77.0% | +303.6% | -380.6% | -88.0% |
| All | +1,919.4% | -22.9% | +1,942.4% | +996.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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