+242.8%
QCOM vs FSLR
+458.2%
-215.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +2.6% |
| 7D | +5.5% | -2.6% | +8.2% | +6.1% |
| 30D | -1.1% | +1.8% | -2.9% | -1.7% |
| 3M | +7.6% | -24.4% | +32.0% | +15.0% |
| 6M | -20.1% | -17.7% | -2.4% | -15.6% |
| YTD | +3.0% | -30.7% | +33.8% | +12.0% |
| 1Y | +3.2% | -33.6% | +36.9% | +13.1% |
| 3Y | +48.9% | +35.1% | +13.7% | +28.0% |
| 5Y | +21.1% | +63.1% | -42.0% | -7.4% |
| 10Y | +242.8% | +466.4% | -223.7% | +80.2% |
| All | +242.8% | +458.2% | -215.5% | +80.2% |
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 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