+56.0%
ILMN vs ENPH
+2,128.2%
-2,072.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.4% | -0.8% |
| 7D | -2.9% | -8.4% | +5.6% | -1.7% |
| 30D | -23.8% | -11.2% | -12.7% | -22.9% |
| 3M | +7.5% | -36.1% | +43.5% | +13.7% |
| 6M | +42.8% | -37.9% | +80.7% | +48.7% |
| YTD | +57.8% | -18.7% | +76.5% | +53.9% |
| 1Y | +72.6% | -9.8% | +82.4% | +65.6% |
| 3Y | +129.3% | -66.8% | +196.2% | +143.1% |
| 5Y | -44.5% | -89.6% | +45.1% | -33.2% |
| All | +56.0% | +2,128.2% | -2,072.2% | +25.8% |
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