+608.3%
JNJ vs FSLR
+729.0%
-120.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.5% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | +2.5% | -15.1% | +17.7% | +3.4% |
| 3M | +13.2% | -22.5% | +35.8% | +14.7% |
| 6M | +11.3% | +4.0% | +7.3% | +10.4% |
| YTD | +31.1% | -22.3% | +53.4% | +32.1% |
| 1Y | +54.3% | 0.0% | +54.3% | +52.7% |
| 3Y | +81.1% | +10.9% | +70.3% | +74.1% |
| 5Y | +82.7% | +105.4% | -22.7% | +65.0% |
| 10Y | +196.5% | +447.0% | -250.5% | +139.7% |
| All | +608.3% | +729.0% | -120.7% | +451.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling