Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FSLR vs JCI✓SelectedUSD · JCIFSLR vs JCI performance historyLatest closeAs of-4.76%09/09
Stock and ETF performance explorer

FSLR vs JCI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+447.0%
JCI return
+323.6%
Excess return
+123.4%
Maximum drawdown
-61.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioJCIExcessAlpha
1D-4.8%-1.0%-3.8%-4.3%
7D+0.2%+4.1%-3.8%-1.8%
30D-15.1%-3.8%-11.3%-13.5%
3M-22.5%-1.6%-20.9%-21.8%
6M+4.0%+9.5%-5.6%-0.6%
YTD-22.3%+21.7%-44.0%-30.0%
1Y0.0%+37.1%-37.1%-15.0%
3Y+10.9%+165.2%-154.3%-33.8%
5Y+105.4%+110.3%-4.9%+33.9%
10Y+447.0%+341.0%+106.0%+126.6%
All+447.0%+323.6%+123.4%+126.6%

Cumulative growth

Daily Returns

Daily percentage return beside JCI.

Daily Out/Under-Performance

Portfolio return minus JCI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × JCI 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 JCI 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