+177.1%
VRTX vs ENPH
-77.5%
+254.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +4.0% | -1.1% |
| 7D | -6.4% | +3.4% | -9.8% | -6.6% |
| 30D | -0.5% | -10.3% | +9.7% | +0.1% |
| 3M | +16.9% | -31.4% | +48.3% | +19.4% |
| 6M | +13.1% | -10.1% | +23.2% | +12.0% |
| YTD | +14.9% | +14.6% | +0.4% | +10.9% |
| 1Y | +31.4% | -3.2% | +34.7% | +28.0% |
| 3Y | +51.9% | -69.5% | +121.4% | +57.0% |
| 5Y | +177.1% | -77.2% | +254.3% | +178.6% |
| All | +177.1% | -77.5% | +254.6% | +178.6% |
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