+205.1%
NBIX vs SEDG
+111.1%
+94.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.5% |
| 7D | +1.0% | +3.3% | -2.3% | +0.7% |
| 30D | +2.9% | +9.0% | -6.0% | +2.1% |
| 3M | -1.6% | -41.9% | +40.3% | +1.7% |
| 6M | +21.1% | -5.6% | +26.8% | +18.1% |
| YTD | +10.9% | +22.5% | -11.6% | +4.8% |
| 1Y | +10.8% | +22.0% | -11.1% | +3.8% |
| 3Y | +38.2% | -75.6% | +113.8% | +40.9% |
| 5Y | +66.2% | -87.0% | +153.2% | +74.6% |
| 10Y | +205.1% | +126.3% | +78.8% | +139.6% |
| All | +205.1% | +111.1% | +94.1% | +139.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling