+28.1%
FSLR vs NVS
+90.8%
-62.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -14.8% | -1.3% | -13.5% | -14.8% |
| 30D | -4.3% | +9.3% | -13.6% | -4.4% |
| 3M | -23.4% | +5.8% | -29.2% | -23.6% |
| 6M | -26.9% | +7.2% | -34.1% | -27.4% |
| YTD | -34.4% | +20.0% | -54.3% | -35.5% |
| 1Y | -33.2% | +25.4% | -58.6% | -34.7% |
| 3Y | +28.1% | +89.2% | -61.2% | +22.6% |
| All | +28.1% | +90.8% | -62.8% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling