+657.8%
JNJ vs FSLR
+599.6%
+58.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +3.5% | -14.8% | +18.2% | +4.4% |
| 30D | +12.5% | -4.3% | +16.8% | +12.8% |
| 3M | +9.6% | -23.4% | +32.9% | +11.1% |
| 6M | +25.3% | -26.9% | +52.3% | +26.9% |
| YTD | +40.3% | -34.4% | +74.7% | +42.5% |
| 1Y | +49.6% | -33.2% | +82.9% | +51.7% |
| 3Y | +110.8% | +28.1% | +82.7% | +100.1% |
| 5Y | +99.1% | +54.5% | +44.6% | +83.1% |
| 10Y | +216.6% | +434.6% | -218.0% | +155.9% |
| All | +657.8% | +599.6% | +58.2% | +495.2% |
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