+78.3%
JNJ vs ENPH
-69.9%
+148.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -4.3% | +1.5% | -5.9% | -4.3% |
| 30D | +3.0% | -12.9% | +15.9% | +3.1% |
| 3M | +12.2% | -27.1% | +39.3% | +12.5% |
| 6M | +10.5% | -15.4% | +25.9% | +10.0% |
| YTD | +30.8% | +15.0% | +15.8% | +29.0% |
| 1Y | +54.9% | -0.7% | +55.6% | +53.2% |
| All | +78.3% | -69.9% | +148.2% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling