+512.9%
JNJ vs ENPH
+417.7%
+95.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.8% | -9.0% | -2.4% |
| 7D | -0.8% | +9.3% | -10.0% | -1.0% |
| 30D | +4.3% | -7.3% | +11.6% | +4.5% |
| 3M | +16.5% | -31.7% | +48.2% | +17.3% |
| 6M | +13.1% | -3.5% | +16.6% | +12.7% |
| YTD | +32.1% | +21.2% | +11.0% | +30.6% |
| 1Y | +54.5% | +0.1% | +54.4% | +53.1% |
| 3Y | +82.5% | -67.7% | +150.2% | +83.8% |
| 5Y | +80.0% | -76.2% | +156.2% | +80.8% |
| 10Y | +195.7% | +2,057.2% | -1,861.6% | +159.2% |
| All | +512.9% | +417.7% | +95.2% | +439.7% |
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