-53.1%
ILMN vs ENPH
-77.3%
+24.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.8% | -10.0% | -4.6% |
| 7D | +1.9% | +9.3% | -7.4% | +0.1% |
| 30D | +12.3% | -7.3% | +19.6% | +13.8% |
| 3M | +33.5% | -31.7% | +65.3% | +42.1% |
| 6M | +69.4% | -3.5% | +72.8% | +63.5% |
| YTD | +60.9% | +21.2% | +39.8% | +43.1% |
| 1Y | +115.0% | +0.1% | +114.9% | +98.2% |
| 3Y | +37.0% | -67.7% | +104.7% | +51.9% |
| 5Y | -53.1% | -76.2% | +23.1% | -47.0% |
| All | -53.1% | -77.3% | +24.2% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling