+34.9%
ABBV vs FSLR
-33.8%
+68.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.2% |
| 7D | +0.1% | -8.4% | +8.5% | -0.6% |
| 30D | +5.6% | -0.9% | +6.5% | +5.6% |
| 3M | +18.7% | -26.1% | +44.7% | +15.9% |
| 6M | +47.4% | -23.6% | +71.0% | +45.5% |
| YTD | +33.0% | -31.8% | +64.8% | +29.2% |
| 1Y | +34.9% | -32.6% | +67.5% | +31.3% |
| All | +34.9% | -33.8% | +68.7% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling