+85.2%
ABBV vs FSLR
+15.2%
+70.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -2.9% |
| 7D | -4.3% | +6.8% | -11.1% | -4.2% |
| 30D | +1.1% | -14.7% | +15.8% | +0.9% |
| 3M | +12.3% | -22.6% | +34.9% | +12.2% |
| 6M | +9.8% | +12.7% | -2.9% | +9.8% |
| YTD | +11.5% | -18.4% | +29.8% | +11.4% |
| 1Y | +22.3% | +4.9% | +17.3% | +21.6% |
| 3Y | +85.2% | +16.4% | +68.8% | +81.1% |
| All | +85.2% | +15.2% | +70.0% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling