-43.2%
ILMN vs SEDG
-92.4%
+49.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.1% | -1.4% |
| 7D | -6.0% | -11.2% | +5.2% | -4.2% |
| 30D | -23.0% | -15.3% | -7.8% | -21.1% |
| 3M | +10.4% | -19.9% | +30.4% | +13.6% |
| 6M | +49.4% | -36.2% | +85.6% | +53.3% |
| YTD | +62.3% | -7.6% | +69.9% | +50.1% |
| 1Y | +73.7% | -40.3% | +114.0% | +73.8% |
| 3Y | +122.5% | -62.5% | +185.0% | +121.4% |
| 5Y | -43.2% | -92.6% | +49.4% | -17.5% |
| All | -43.2% | -92.4% | +49.2% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling