+108.4%
FSLR vs NVS
+92.5%
+15.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.1% | -15.7% | +15.6% | +1.4% |
| 30D | -14.0% | -11.1% | -2.9% | -13.3% |
| 3M | -16.9% | -7.2% | -9.7% | -16.9% |
| 6M | +4.7% | -12.3% | +17.1% | +5.5% |
| YTD | -20.7% | +2.8% | -23.4% | -22.1% |
| 1Y | +1.7% | +11.9% | -10.3% | -1.7% |
| 3Y | +13.1% | +55.1% | -42.0% | +2.8% |
| 5Y | +108.4% | +94.1% | +14.3% | +83.6% |
| All | +108.4% | +92.5% | +15.9% | +83.6% |
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 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