+762.0%
FSLR vs NVMI
+16,225.1%
-15,463.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.1% |
| 7D | +6.8% | +11.7% | -4.9% | +4.8% |
| 30D | -14.7% | -4.0% | -10.7% | -14.2% |
| 3M | -22.6% | -25.8% | +3.2% | -18.9% |
| 6M | +12.7% | -8.3% | +21.0% | +13.5% |
| YTD | -18.4% | +14.8% | -33.2% | -21.2% |
| 1Y | +4.9% | +37.9% | -32.9% | -1.8% |
| 3Y | +16.4% | +216.3% | -199.9% | -6.8% |
| 5Y | +123.5% | +277.2% | -153.7% | +72.9% |
| 10Y | +454.3% | +3,074.3% | -2,620.0% | +237.3% |
| All | +762.0% | +16,225.1% | -15,463.1% | +453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling