-76.7%
ENPH vs ZBH
-31.2%
-45.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.4% |
| 7D | +1.5% | -6.6% | +8.1% | +4.3% |
| 30D | -12.9% | -4.9% | -7.9% | -11.2% |
| 3M | -27.1% | +5.1% | -32.2% | -30.0% |
| 6M | -15.4% | +1.3% | -16.8% | -17.9% |
| YTD | +15.0% | +3.4% | +11.7% | +10.4% |
| 1Y | -0.7% | -8.7% | +8.0% | -0.4% |
| 3Y | -69.3% | -21.2% | -48.1% | -66.8% |
| 5Y | -76.7% | -29.2% | -47.5% | -77.6% |
| All | -76.7% | -31.2% | -45.5% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling