+273.2%
QCOM vs ENPH
+268.5%
+4.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.0% | +6.2% | +1.8% |
| 7D | +5.5% | -9.1% | +14.7% | +6.8% |
| 30D | -1.1% | -15.8% | +14.6% | +0.6% |
| 3M | +7.6% | -32.5% | +40.0% | +12.3% |
| 6M | -20.1% | -24.2% | +4.1% | -17.9% |
| YTD | +3.0% | -13.8% | +16.8% | +3.1% |
| 1Y | +3.2% | -15.8% | +19.1% | +3.5% |
| 3Y | +48.9% | -64.6% | +113.4% | +57.8% |
| 5Y | +21.1% | -88.1% | +109.1% | +39.0% |
| 10Y | +242.8% | +2,367.9% | -2,125.1% | +166.1% |
| All | +273.2% | +268.5% | +4.7% | +210.0% |
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