+6.4%
CMCSA vs FSLR
+458.2%
-451.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.4% |
| 7D | +4.6% | -2.6% | +7.2% | +4.7% |
| 30D | +19.8% | +1.8% | +18.0% | +19.5% |
| 3M | -0.3% | -24.4% | +24.1% | +1.7% |
| 6M | +0.3% | -17.7% | +18.0% | +1.1% |
| YTD | -6.9% | -30.7% | +23.8% | -5.3% |
| 1Y | +2.6% | -33.6% | +36.2% | +4.7% |
| 3Y | -29.0% | +35.1% | -64.2% | -34.8% |
| 5Y | -42.0% | +63.1% | -105.0% | -49.4% |
| 10Y | +6.4% | +466.4% | -460.0% | -23.0% |
| All | +6.4% | +458.2% | -451.8% | -23.0% |
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