+93.9%
ILMN vs SEDG
-5.0%
+98.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.7% | +3.8% | -4.5% |
| 7D | -21.6% | +1.8% | -23.4% | -21.6% |
| 30D | -22.9% | -12.7% | -10.2% | -22.5% |
| 3M | +11.6% | -38.4% | +50.0% | +12.6% |
| 6M | +62.5% | -27.7% | +90.2% | +63.3% |
| YTD | +72.7% | +4.1% | +68.7% | +66.1% |
| 1Y | +93.9% | -5.7% | +99.5% | +87.2% |
| All | +93.9% | -5.0% | +98.9% | +87.2% |
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