+509.2%
ISRG vs ENPH
+384.9%
+124.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.6% | -2.4% | +0.8% | -1.4% |
| 30D | -2.3% | -6.6% | +4.4% | -1.8% |
| 3M | -12.4% | -46.8% | +34.4% | -8.5% |
| 6M | -26.8% | -14.7% | -12.1% | -27.1% |
| YTD | -35.3% | +13.5% | -48.7% | -37.6% |
| 1Y | -19.3% | -0.4% | -18.9% | -21.7% |
| 3Y | +18.1% | -71.7% | +89.9% | +22.8% |
| 5Y | +2.6% | -79.1% | +81.7% | +7.2% |
| 10Y | +379.4% | +1,898.4% | -1,518.9% | +282.3% |
| All | +509.2% | +384.9% | +124.3% | +392.1% |
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