+230.9%
QCOM vs ENPH
+2,696.2%
-2,465.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.5% | +3.3% |
| 7D | +5.8% | +4.1% | +1.7% | +5.2% |
| 30D | -2.3% | -11.4% | +9.1% | -0.8% |
| 3M | +2.7% | -30.5% | +33.3% | +8.1% |
| 6M | -21.0% | -20.2% | -0.8% | -18.9% |
| YTD | +1.8% | -9.3% | +11.1% | +1.0% |
| 1Y | +2.4% | -3.8% | +6.2% | +0.6% |
| 3Y | +52.1% | -61.5% | +113.6% | +61.7% |
| 5Y | +14.6% | -87.9% | +102.5% | +36.3% |
| 10Y | +230.9% | +2,519.8% | -2,288.9% | +174.2% |
| All | +230.9% | +2,696.2% | -2,465.3% | +174.2% |
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