+1,231.7%
VRTX vs ENPH
+384.9%
+846.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +0.8% | -2.4% | +3.2% | +1.0% |
| 30D | +12.6% | -6.6% | +19.3% | +13.1% |
| 3M | +23.6% | -46.8% | +70.4% | +28.6% |
| 6M | +14.3% | -14.7% | +29.0% | +14.0% |
| YTD | +20.5% | +13.5% | +7.0% | +16.8% |
| 1Y | +37.6% | -0.4% | +38.0% | +34.2% |
| 3Y | +55.5% | -71.7% | +127.3% | +61.3% |
| 5Y | +175.7% | -79.1% | +254.8% | +183.9% |
| 10Y | +474.2% | +1,898.4% | -1,424.2% | +284.0% |
| All | +1,231.7% | +384.9% | +846.7% | +786.6% |
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 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