+7.9%
QCOM vs FSLR
+1.0%
+6.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +7.7% | -13.7% | +21.4% | +14.5% |
| 3M | -30.1% | -35.1% | +5.0% | -17.0% |
| 6M | +22.8% | +3.6% | +19.2% | +29.0% |
| YTD | +0.2% | -21.7% | +21.9% | +9.6% |
| 1Y | +7.9% | +1.3% | +6.6% | +16.2% |
| All | +7.9% | +1.0% | +6.8% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling