+629.0%
JCI vs ENPH
+247.6%
+381.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -2.1% |
| 7D | +3.2% | -8.4% | +11.6% | +3.9% |
| 30D | -8.6% | -11.2% | +2.6% | -8.0% |
| 3M | -7.7% | -36.1% | +28.3% | -5.0% |
| 6M | -2.6% | -37.9% | +35.4% | 0.0% |
| YTD | +17.4% | -18.7% | +36.0% | +17.1% |
| 1Y | +16.9% | -9.8% | +26.7% | +15.7% |
| 3Y | +186.7% | -66.8% | +253.6% | +195.4% |
| 5Y | +95.4% | -89.6% | +185.0% | +113.4% |
| 10Y | +292.7% | +2,186.8% | -1,894.1% | +209.3% |
| All | +629.0% | +247.6% | +381.4% | +498.4% |
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