+54.3%
QCOM vs FSLR
+11.2%
+43.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +7.7% | -13.7% | +21.4% | +11.8% |
| 3M | -30.1% | -35.1% | +5.0% | -22.1% |
| 6M | +22.8% | +3.6% | +19.2% | +24.3% |
| YTD | +0.2% | -21.7% | +21.9% | +6.1% |
| 1Y | +7.9% | +1.3% | +6.6% | +8.2% |
| All | +54.3% | +11.2% | +43.1% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling