+602.6%
ABBV vs FSLR
+464.2%
+138.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | +0.1% | -8.4% | +8.5% | +0.4% |
| 30D | +5.6% | -0.9% | +6.5% | +5.6% |
| 3M | +18.7% | -26.1% | +44.7% | +19.9% |
| 6M | +47.4% | -23.6% | +71.0% | +48.4% |
| YTD | +33.0% | -31.8% | +64.8% | +34.2% |
| 1Y | +34.9% | -32.6% | +67.5% | +36.1% |
| 3Y | +135.2% | +33.0% | +102.2% | +121.9% |
| 5Y | +202.1% | +56.8% | +145.3% | +176.8% |
| 10Y | +602.6% | +455.6% | +147.0% | +437.8% |
| All | +602.6% | +464.2% | +138.4% | +437.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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