+205.7%
ZTS vs ENPH
+578.9%
-373.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.2% |
| 7D | +5.6% | -8.4% | +14.0% | +6.1% |
| 30D | +12.1% | -11.2% | +23.3% | +12.8% |
| 3M | +11.3% | -36.1% | +47.3% | +14.2% |
| 6M | +14.3% | -37.9% | +52.2% | +16.3% |
| YTD | -31.9% | -18.7% | -13.2% | -32.6% |
| 1Y | -29.3% | -9.8% | -19.4% | -30.5% |
| 3Y | -48.0% | -66.8% | +18.8% | -46.9% |
| 5Y | -58.9% | -89.6% | +30.8% | -55.8% |
| 10Y | +81.7% | +2,186.8% | -2,105.2% | +42.7% |
| All | +205.7% | +578.9% | -373.2% | +144.0% |
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