+27.8%
ILMN vs ENPH
+1,928.7%
-1,900.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.6% | -2.1% |
| 7D | -3.9% | +3.4% | -7.2% | -4.4% |
| 30D | +6.9% | -10.3% | +17.2% | +8.4% |
| 3M | +28.1% | -31.4% | +59.5% | +33.9% |
| 6M | +65.0% | -10.1% | +75.1% | +63.1% |
| YTD | +56.3% | +14.6% | +41.7% | +46.5% |
| 1Y | +108.7% | -3.2% | +111.9% | +99.6% |
| 3Y | +33.1% | -69.5% | +102.5% | +42.9% |
| 5Y | -54.1% | -77.2% | +23.1% | -49.9% |
| 10Y | +27.8% | +1,940.0% | -1,912.2% | +4.0% |
| All | +27.8% | +1,928.7% | -1,900.9% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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