+11.2%
QCOM vs FSLR
+70.5%
-59.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.8% |
| 7D | +0.4% | +15.3% | -15.0% | -3.2% |
| 30D | -6.6% | +11.7% | -18.3% | -9.2% |
| 3M | +3.7% | -17.6% | +21.3% | +8.4% |
| 6M | -13.3% | -7.7% | -5.6% | -10.8% |
| YTD | -1.8% | -23.0% | +21.2% | +3.9% |
| 1Y | -2.5% | -26.0% | +23.5% | +3.7% |
| 3Y | +47.0% | +36.9% | +10.1% | +29.0% |
| All | +11.2% | +70.5% | -59.3% | -22.0% |
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