+192.5%
JNJ vs FSLR
+466.5%
-274.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -3.5% | +2.2% | -5.7% | -3.6% |
| 30D | +2.3% | -7.8% | +10.1% | +2.6% |
| 3M | +12.0% | -22.9% | +34.9% | +12.9% |
| 6M | +10.5% | +4.4% | +6.1% | +9.8% |
| YTD | +30.4% | -20.0% | +50.4% | +30.8% |
| 1Y | +52.1% | +2.8% | +49.3% | +50.8% |
| 3Y | +77.8% | +16.5% | +61.3% | +72.0% |
| 5Y | +82.9% | +110.3% | -27.4% | +67.6% |
| All | +192.5% | +466.5% | -274.0% | +137.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling