+136.0%
NVO vs FSLR
+466.5%
-330.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -7.6% | +2.2% | -9.8% | -7.8% |
| 30D | -6.0% | -7.8% | +1.9% | -5.4% |
| 3M | -0.8% | -22.9% | +22.1% | +1.0% |
| 6M | +16.5% | +4.4% | +12.1% | +15.4% |
| YTD | -11.1% | -20.0% | +8.9% | -10.4% |
| 1Y | -16.7% | +2.8% | -19.5% | -18.1% |
| 3Y | -52.9% | +16.5% | -69.5% | -55.5% |
| 5Y | -3.0% | +110.3% | -113.2% | -16.0% |
| All | +136.0% | +466.5% | -330.5% | +67.6% |
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