+3,340.5%
INSM vs ENPH
+417.7%
+2,922.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.9% | -2.1% |
| 7D | +2.8% | +9.3% | -6.5% | +1.3% |
| 30D | -4.7% | -7.3% | +2.5% | -3.8% |
| 3M | +32.6% | -31.7% | +64.4% | +39.4% |
| 6M | -10.9% | -3.5% | -7.4% | -12.8% |
| YTD | -28.2% | +21.2% | -49.4% | -33.7% |
| 1Y | -14.9% | +0.1% | -14.9% | -19.7% |
| 3Y | +375.6% | -67.7% | +443.3% | +403.8% |
| 5Y | +349.1% | -76.2% | +425.3% | +381.6% |
| 10Y | +796.6% | +2,057.2% | -1,260.7% | +357.9% |
| All | +3,340.5% | +417.7% | +2,922.8% | +1,755.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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