+47.0%
QCOM vs FSLR
+32.4%
+14.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.8% |
| 7D | +0.4% | +15.3% | -15.0% | -3.4% |
| 30D | -6.6% | +11.7% | -18.3% | -9.3% |
| 3M | +3.7% | -17.6% | +21.3% | +8.7% |
| 6M | -13.3% | -7.7% | -5.6% | -10.3% |
| YTD | -1.8% | -23.0% | +21.2% | +4.2% |
| 1Y | -2.5% | -26.0% | +23.5% | +4.0% |
| 3Y | +47.0% | +36.9% | +10.1% | +33.6% |
| All | +47.0% | +32.4% | +14.6% | +33.6% |
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 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