+395.2%
ENPH vs TEVA
-1.8%
+397.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.1% |
| 7D | -0.1% | +2.0% | -2.1% | -0.8% |
| 30D | -10.8% | +1.0% | -11.8% | -11.2% |
| 3M | -33.8% | +7.3% | -41.1% | -36.0% |
| 6M | -16.1% | +21.7% | -37.9% | -23.5% |
| YTD | +13.4% | +18.8% | -5.4% | +3.8% |
| 1Y | -2.6% | +86.5% | -89.1% | -25.3% |
| 3Y | -70.3% | +269.4% | -339.7% | -83.6% |
| 5Y | -77.0% | +303.6% | -380.6% | -88.4% |
| 10Y | +1,919.4% | -22.9% | +1,942.4% | +1,576.9% |
| All | +395.2% | -1.8% | +397.0% | +277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling