+104.3%
FSLR vs NVMI
+270.8%
-166.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.5% |
| 7D | +0.2% | +6.9% | -6.7% | -2.0% |
| 30D | -15.1% | -2.8% | -12.3% | -14.6% |
| 3M | -22.5% | -27.3% | +4.8% | -14.8% |
| 6M | +4.0% | -13.7% | +17.6% | +6.8% |
| YTD | -22.3% | +13.8% | -36.1% | -28.4% |
| 1Y | 0.0% | +34.9% | -34.8% | -13.3% |
| 3Y | +10.9% | +213.5% | -202.7% | -36.1% |
| All | +104.3% | +270.8% | -166.5% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling