+123.4%
ILMN vs SEDG
+3.4%
+120.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -1.6% |
| 7D | +1.2% | +8.9% | -7.7% | +0.8% |
| 30D | +9.2% | +0.9% | +8.3% | +9.0% |
| 3M | +29.8% | -53.2% | +83.1% | +33.3% |
| 6M | +69.2% | -9.9% | +79.1% | +66.2% |
| YTD | +66.4% | +18.5% | +47.8% | +55.7% |
| 1Y | +123.4% | +0.1% | +123.3% | +112.0% |
| All | +123.4% | +3.4% | +120.0% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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