+81.4%
ILMN vs ENPH
-5.9%
+87.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.4% | +3.5% |
| 7D | -2.6% | +4.1% | -6.7% | -2.6% |
| 30D | -20.6% | -11.4% | -9.3% | -20.3% |
| 3M | +17.5% | -30.5% | +48.0% | +19.1% |
| 6M | +55.6% | -20.2% | +75.8% | +55.8% |
| YTD | +68.3% | -9.3% | +77.6% | +58.7% |
| All | +81.4% | -5.9% | +87.3% | +72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling