-26.0%
FSLR vs ZBH
+11.3%
-37.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +13.5% | -8.9% | +4.6% |
| 7D | +10.3% | +14.3% | -3.9% | +10.3% |
| 30D | +10.4% | +20.3% | -9.9% | +10.8% |
| 3M | -20.2% | +15.3% | -35.4% | -20.2% |
| 6M | -8.0% | +33.9% | -41.9% | -7.4% |
| YTD | -25.5% | +23.5% | -49.0% | -24.2% |
| 1Y | -26.0% | +7.9% | -33.9% | -26.4% |
| All | -26.0% | +11.3% | -37.3% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 1y: compounded portfolio wealth divided by compounded ZBH 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…
1y analysis · Full analysis span regression · 6 months rolling