-0.9%
NVO vs FSLR
+106.8%
-107.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.4% |
| 7D | -7.4% | -0.1% | -7.2% | -7.4% |
| 30D | -5.5% | -14.0% | +8.5% | -4.6% |
| 3M | +4.1% | -16.9% | +21.0% | +5.2% |
| 6M | +19.3% | +4.7% | +14.6% | +18.4% |
| YTD | -9.2% | -20.7% | +11.5% | -8.5% |
| 1Y | -15.0% | +1.7% | -16.7% | -16.2% |
| 3Y | -50.9% | +13.1% | -63.9% | -53.3% |
| 5Y | -0.9% | +108.4% | -109.3% | -17.6% |
| All | -0.9% | +106.8% | -107.6% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling