+453.5%
FSLR vs NVS
+180.2%
+273.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.1% | -15.7% | +15.6% | +4.2% |
| 30D | -14.0% | -11.1% | -2.9% | -11.8% |
| 3M | -16.9% | -7.2% | -9.7% | -16.2% |
| 6M | +4.7% | -12.3% | +17.1% | +7.4% |
| YTD | -20.7% | +2.8% | -23.4% | -23.0% |
| 1Y | +1.7% | +11.9% | -10.3% | -4.4% |
| 3Y | +13.1% | +55.1% | -42.0% | -6.8% |
| 5Y | +108.4% | +94.1% | +14.3% | +53.6% |
| All | +453.5% | +180.2% | +273.3% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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