+537.3%
ISRG vs ENPH
+2,435.8%
-1,898.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -1.8% |
| 7D | +2.1% | -9.1% | +11.2% | +3.1% |
| 30D | +6.2% | -15.8% | +21.9% | +7.7% |
| 3M | +14.4% | -32.5% | +46.9% | +18.5% |
| 6M | 0.0% | -24.2% | +24.2% | +0.3% |
| YTD | -20.5% | -13.8% | -6.8% | -22.7% |
| 1Y | -21.9% | -15.8% | -6.1% | -23.9% |
| 3Y | +62.2% | -64.6% | +126.7% | +65.1% |
| 5Y | +25.2% | -88.1% | +113.2% | +40.2% |
| 10Y | +537.3% | +2,367.9% | -1,830.5% | +391.9% |
| All | +537.3% | +2,435.8% | -1,898.4% | +391.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling