+319.9%
ILMN vs ENPH
+268.5%
+51.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.0% | +2.3% | -2.1% |
| 7D | -9.8% | -9.1% | -0.6% | -8.8% |
| 30D | -22.7% | -15.8% | -7.0% | -21.5% |
| 3M | +12.1% | -32.5% | +44.5% | +16.6% |
| 6M | +51.5% | -24.2% | +75.6% | +52.9% |
| YTD | +63.9% | -13.8% | +77.6% | +60.0% |
| 1Y | +76.6% | -15.8% | +92.4% | +72.7% |
| 3Y | +124.6% | -64.6% | +189.1% | +134.3% |
| 5Y | -42.7% | -88.1% | +45.3% | -34.3% |
| 10Y | +59.7% | +2,367.9% | -2,308.2% | +13.9% |
| All | +319.9% | +268.5% | +51.4% | +225.7% |
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