+425.8%
VRTX vs ENPH
+1,936.5%
-1,510.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.3% |
| 7D | -7.8% | +1.5% | -9.3% | -7.9% |
| 30D | -2.8% | -12.9% | +10.0% | -2.0% |
| 3M | +18.1% | -27.1% | +45.2% | +20.1% |
| 6M | +3.1% | -15.4% | +18.5% | +2.8% |
| YTD | +13.5% | +15.0% | -1.5% | +10.0% |
| 1Y | +32.4% | -0.7% | +33.1% | +29.3% |
| 3Y | +50.0% | -69.3% | +119.3% | +54.3% |
| 5Y | +172.9% | -76.7% | +249.6% | +178.6% |
| All | +425.8% | +1,936.5% | -1,510.7% | +302.1% |
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