+55.3%
FSLR vs ZBH
-15.5%
+70.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.6% |
| 7D | -12.0% | -2.1% | -9.8% | -11.5% |
| 30D | -7.7% | +13.6% | -21.2% | -10.8% |
| 3M | -24.0% | +7.1% | -31.1% | -25.7% |
| 6M | -24.4% | +26.1% | -50.5% | -30.0% |
| YTD | -34.0% | +17.2% | -51.3% | -37.7% |
| 1Y | -35.6% | +17.4% | -53.0% | -39.2% |
| 3Y | +28.7% | +2.0% | +26.6% | +23.6% |
| 5Y | +55.3% | -15.0% | +70.3% | +56.9% |
| All | +55.3% | -15.5% | +70.8% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling