+36.2%
ILMN vs SEDG
-76.7%
+112.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.5% | -2.5% |
| 7D | -3.9% | +3.6% | -7.5% | -4.3% |
| 30D | +6.9% | +9.3% | -2.4% | +5.6% |
| 3M | +28.1% | -39.1% | +67.2% | +33.6% |
| 6M | +65.0% | +1.8% | +63.2% | +57.1% |
| YTD | +56.3% | +22.0% | +34.3% | +42.7% |
| 1Y | +108.7% | +17.2% | +91.5% | +88.7% |
| All | +36.2% | -76.7% | +112.9% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling