+13.2%
FSLR vs NVS
+54.6%
-41.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.8% |
| 7D | +0.2% | -15.4% | +15.6% | +1.0% |
| 30D | -15.1% | -12.3% | -2.8% | -14.8% |
| 3M | -22.5% | -7.8% | -14.7% | -22.8% |
| 6M | +4.0% | -13.0% | +16.9% | +4.1% |
| YTD | -22.3% | +2.8% | -25.0% | -23.6% |
| 1Y | 0.0% | +10.6% | -10.6% | -2.9% |
| All | +13.2% | +54.6% | -41.3% | +6.0% |
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