+205.1%
CMCSA vs FSLR
+627.0%
-421.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | +0.7% | -8.4% | +9.1% | +1.6% |
| 30D | +21.0% | -0.9% | +21.9% | +21.0% |
| 3M | -0.9% | -26.1% | +25.1% | +2.2% |
| 6M | +2.9% | -23.6% | +26.5% | +5.1% |
| YTD | -5.9% | -31.8% | +25.9% | -3.2% |
| 1Y | +2.5% | -32.6% | +35.0% | +5.3% |
| 3Y | -28.3% | +33.0% | -61.3% | -35.1% |
| 5Y | -40.8% | +56.8% | -97.6% | -49.4% |
| 10Y | +5.4% | +455.6% | -450.1% | -29.0% |
| All | +205.1% | +627.0% | -421.9% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling