+21.7%
ILMN vs SEDG
+70.6%
-48.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -1.7% |
| 7D | +1.2% | +8.9% | -7.7% | 0.0% |
| 30D | +9.2% | +0.9% | +8.3% | +8.9% |
| 3M | +29.8% | -53.2% | +83.1% | +42.0% |
| 6M | +69.2% | -9.9% | +79.1% | +63.2% |
| YTD | +66.4% | +18.5% | +47.8% | +51.3% |
| 1Y | +123.4% | +0.1% | +123.3% | +105.1% |
| 3Y | +33.2% | -78.9% | +112.0% | +39.7% |
| 5Y | -52.0% | -88.0% | +36.1% | -46.7% |
| 10Y | +33.6% | +97.5% | -63.9% | +3.8% |
| All | +21.7% | +70.6% | -48.9% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling