+52.6%
FSLR vs NVS
+134.2%
-81.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -14.8% | -1.3% | -13.5% | -14.7% |
| 30D | -4.3% | +9.3% | -13.6% | -5.1% |
| 3M | -23.4% | +5.8% | -29.2% | -24.1% |
| 6M | -26.9% | +7.2% | -34.1% | -28.0% |
| YTD | -34.4% | +20.0% | -54.3% | -36.6% |
| 1Y | -33.2% | +25.4% | -58.6% | -36.0% |
| 3Y | +28.1% | +89.2% | -61.2% | +12.6% |
| All | +52.6% | +134.2% | -81.6% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling