+192.5%
JNJ vs ENPH
+1,908.3%
-1,715.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | -3.5% | -0.1% | -3.5% | -3.5% |
| 30D | +2.3% | -10.8% | +13.2% | +2.5% |
| 3M | +12.0% | -33.8% | +45.8% | +12.6% |
| 6M | +10.5% | -16.1% | +26.6% | +10.3% |
| YTD | +30.4% | +13.4% | +17.0% | +29.2% |
| 1Y | +52.1% | -2.6% | +54.7% | +51.0% |
| 3Y | +77.8% | -70.3% | +148.1% | +79.0% |
| 5Y | +82.9% | -77.0% | +159.9% | +83.8% |
| All | +192.5% | +1,908.3% | -1,715.8% | +189.5% |
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