+1,223.1%
VRTX vs ENPH
+257.1%
+966.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.4% |
| 7D | 0.0% | -7.6% | +7.6% | +0.6% |
| 30D | +11.8% | -16.4% | +28.2% | +12.9% |
| 3M | +3.2% | -34.3% | +37.5% | +5.9% |
| 6M | +21.0% | -28.5% | +49.6% | +21.9% |
| YTD | +19.7% | -16.4% | +36.1% | +18.1% |
| 1Y | +25.0% | -12.8% | +37.8% | +22.8% |
| 3Y | +45.2% | -65.7% | +110.9% | +47.9% |
| 5Y | +189.7% | -89.4% | +279.1% | +213.0% |
| 10Y | +489.8% | +2,249.1% | -1,759.3% | +290.1% |
| All | +1,223.1% | +257.1% | +966.1% | +796.6% |
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