+30.9%
QCOM vs ENPH
-78.8%
+109.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +3.3% | -2.4% | +5.7% | +3.8% |
| 30D | +7.7% | -6.6% | +14.3% | +9.2% |
| 3M | -30.1% | -46.8% | +16.8% | -20.6% |
| 6M | +22.8% | -14.7% | +37.6% | +25.4% |
| YTD | +0.2% | +13.5% | -13.3% | -5.0% |
| 1Y | +7.9% | -0.4% | +8.3% | +4.1% |
| 3Y | +55.8% | -71.7% | +127.6% | +80.4% |
| All | +30.9% | -78.8% | +109.7% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling