+326.4%
ILMN vs ENPH
+384.9%
-58.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +1.2% | -2.4% | +3.6% | +1.5% |
| 30D | +9.2% | -6.6% | +15.8% | +10.0% |
| 3M | +29.8% | -46.8% | +76.7% | +38.7% |
| 6M | +69.2% | -14.7% | +83.9% | +68.9% |
| YTD | +66.4% | +13.5% | +52.9% | +58.2% |
| 1Y | +123.4% | -0.4% | +123.8% | +114.9% |
| 3Y | +33.2% | -71.7% | +104.9% | +42.7% |
| 5Y | -52.0% | -79.1% | +27.1% | -47.9% |
| 10Y | +33.6% | +1,898.4% | -1,864.7% | -4.5% |
| All | +326.4% | +384.9% | -58.5% | +222.1% |
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