+28.7%
FSLR vs ZBH
+1.0%
+27.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.9% |
| 7D | -12.0% | -2.1% | -9.8% | -11.7% |
| 30D | -7.7% | +13.6% | -21.2% | -9.5% |
| 3M | -24.0% | +7.1% | -31.1% | -25.0% |
| 6M | -24.4% | +26.1% | -50.5% | -27.8% |
| YTD | -34.0% | +17.2% | -51.3% | -36.0% |
| 1Y | -35.6% | +17.4% | -53.0% | -37.5% |
| All | +28.7% | +1.0% | +27.8% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling