+656.3%
JCI vs ENPH
+384.9%
+271.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +3.8% | -2.4% | +6.2% | +4.0% |
| 30D | -5.7% | -6.6% | +1.0% | -5.2% |
| 3M | -1.4% | -46.8% | +45.4% | +3.0% |
| 6M | +4.1% | -14.7% | +18.9% | +4.4% |
| YTD | +21.7% | +13.5% | +8.3% | +18.8% |
| 1Y | +36.1% | -0.4% | +36.5% | +33.7% |
| 3Y | +154.4% | -71.7% | +226.2% | +165.0% |
| 5Y | +112.0% | -79.1% | +191.1% | +121.0% |
| 10Y | +322.2% | +1,898.4% | -1,576.1% | +231.1% |
| All | +656.3% | +384.9% | +271.3% | +507.4% |
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