+262.9%
QCOM vs ENPH
+384.9%
-122.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +3.3% | -2.4% | +5.7% | +3.6% |
| 30D | +7.7% | -6.6% | +14.3% | +8.5% |
| 3M | -30.1% | -46.8% | +16.8% | -24.8% |
| 6M | +22.8% | -14.7% | +37.6% | +24.3% |
| YTD | +0.2% | +13.5% | -13.3% | -2.6% |
| 1Y | +7.9% | -0.4% | +8.3% | +5.9% |
| 3Y | +55.8% | -71.7% | +127.6% | +68.1% |
| 5Y | +30.1% | -79.1% | +109.2% | +41.2% |
| 10Y | +248.9% | +1,898.4% | -1,649.5% | +168.8% |
| All | +262.9% | +384.9% | -122.0% | +192.7% |
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