+265.5%
JNJ vs SEDG
+75.6%
+189.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | -0.7% |
| 7D | -3.0% | +3.6% | -6.6% | -3.1% |
| 30D | +2.5% | +9.3% | -6.8% | +2.2% |
| 3M | +13.2% | -39.1% | +52.3% | +14.3% |
| 6M | +11.3% | +1.8% | +9.5% | +9.8% |
| YTD | +31.1% | +22.0% | +9.1% | +28.3% |
| 1Y | +54.3% | +17.2% | +37.1% | +50.4% |
| 3Y | +81.1% | -76.3% | +157.5% | +81.8% |
| 5Y | +82.7% | -87.2% | +170.0% | +84.6% |
| 10Y | +196.5% | +108.6% | +87.9% | +153.6% |
| All | +265.5% | +75.6% | +189.9% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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