-70.3%
ENPH vs ZBH
-20.7%
-49.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | -0.1% | -4.7% | +4.6% | +1.3% |
| 30D | -10.8% | -4.5% | -6.3% | -9.7% |
| 3M | -33.8% | +7.6% | -41.4% | -36.4% |
| 6M | -16.1% | +0.3% | -16.4% | -17.4% |
| YTD | +13.4% | +4.5% | +8.9% | +9.5% |
| 1Y | -2.6% | -9.4% | +6.8% | -1.6% |
| 3Y | -70.3% | -21.5% | -48.8% | -68.4% |
| All | -70.3% | -20.7% | -49.6% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 3y: compounded portfolio wealth divided by compounded ZBH 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…
3y analysis · Full analysis span regression · 6 months rolling