+82.5%
JNJ vs FSLR
+15.2%
+67.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -2.2% |
| 7D | -0.8% | +6.8% | -7.6% | -0.7% |
| 30D | +4.3% | -14.7% | +19.0% | +4.2% |
| 3M | +16.5% | -22.6% | +39.1% | +16.4% |
| 6M | +13.1% | +12.7% | +0.4% | +12.8% |
| YTD | +32.1% | -18.4% | +50.5% | +31.7% |
| 1Y | +54.5% | +4.9% | +49.5% | +54.0% |
| 3Y | +82.5% | +16.4% | +66.1% | +74.4% |
| All | +82.5% | +15.2% | +67.4% | +74.4% |
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 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