+762.0%
FSLR vs NVS
+444.6%
+317.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -13.9% | +18.2% | +12.4% |
| 7D | +6.8% | -14.6% | +21.4% | +15.6% |
| 30D | -14.7% | -11.9% | -2.8% | -9.6% |
| 3M | -22.6% | -6.0% | -16.6% | -21.8% |
| 6M | +12.7% | -11.4% | +24.1% | +17.8% |
| YTD | -18.4% | +2.9% | -21.3% | -22.8% |
| 1Y | +4.9% | +10.2% | -5.3% | -5.5% |
| 3Y | +16.4% | +55.3% | -38.9% | -18.9% |
| 5Y | +123.5% | +89.6% | +33.8% | +30.8% |
| 10Y | +454.3% | +176.1% | +278.3% | +124.4% |
| All | +762.0% | +444.6% | +317.3% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling