+331.4%
ILMN vs ENPH
+287.7%
+43.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.4% | +3.3% |
| 7D | -2.6% | +4.1% | -6.7% | -3.0% |
| 30D | -20.6% | -11.4% | -9.3% | -19.8% |
| 3M | +17.5% | -30.5% | +48.0% | +21.9% |
| 6M | +55.6% | -20.2% | +75.8% | +56.2% |
| YTD | +68.3% | -9.3% | +77.6% | +63.4% |
| 1Y | +81.1% | -3.8% | +84.9% | +74.3% |
| 3Y | +112.2% | -61.5% | +173.7% | +119.1% |
| 5Y | -42.6% | -87.9% | +45.3% | -34.4% |
| 10Y | +70.5% | +2,519.8% | -2,449.3% | +20.9% |
| All | +331.4% | +287.7% | +43.7% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling