+429.0%
ENPH vs ZBH
+72.8%
+356.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.9% | +10.7% | +9.1% |
| 7D | +9.3% | -5.2% | +14.5% | +12.5% |
| 30D | -7.3% | -2.4% | -4.8% | -6.2% |
| 3M | -31.7% | +8.3% | -40.0% | -36.4% |
| 6M | -3.5% | +0.7% | -4.1% | -6.9% |
| YTD | +21.2% | +5.3% | +15.8% | +13.5% |
| 1Y | +0.1% | -9.1% | +9.1% | +0.6% |
| 3Y | -67.7% | -19.7% | -48.0% | -65.3% |
| 5Y | -76.2% | -31.3% | -44.9% | -72.4% |
| 10Y | +2,057.2% | -18.9% | +2,076.2% | +1,981.3% |
| All | +429.0% | +72.8% | +356.2% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling