+150.1%
IBM vs FSLR
+53.9%
+96.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +1.6% | -14.8% | +16.4% | +2.3% |
| 30D | +9.2% | -4.3% | +13.5% | +9.4% |
| 3M | +4.9% | -23.4% | +28.3% | +6.2% |
| 6M | +16.8% | -26.9% | +43.7% | +18.4% |
| YTD | -14.3% | -34.4% | +20.1% | -12.8% |
| 1Y | -16.7% | -33.2% | +16.5% | -15.4% |
| 3Y | +82.2% | +28.1% | +54.2% | +74.9% |
| All | +150.1% | +53.9% | +96.3% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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