+2.8%
FSLR vs NVMI
+32.8%
-30.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | +2.2% | -0.1% | +2.3% | +2.3% |
| 30D | -7.8% | -8.4% | +0.6% | -5.4% |
| 3M | -22.9% | -33.6% | +10.6% | -12.4% |
| 6M | +4.4% | -14.7% | +19.1% | +7.7% |
| YTD | -20.0% | +13.2% | -33.2% | -29.0% |
| 1Y | +2.8% | +29.0% | -26.2% | -10.1% |
| All | +2.8% | +32.8% | -30.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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