+110.8%
JNJ vs FSLR
+29.6%
+81.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +3.5% | -14.8% | +18.2% | +3.2% |
| 30D | +12.5% | -4.3% | +16.8% | +12.5% |
| 3M | +9.6% | -23.4% | +32.9% | +9.2% |
| 6M | +25.3% | -26.9% | +52.3% | +24.7% |
| YTD | +40.3% | -34.4% | +74.7% | +39.4% |
| 1Y | +49.6% | -33.2% | +82.9% | +48.7% |
| 3Y | +110.8% | +28.1% | +82.7% | +100.9% |
| All | +110.8% | +29.6% | +81.1% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling