+614.3%
QCOM vs FSLR
+734.5%
-120.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +7.7% | -13.7% | +21.4% | +10.7% |
| 3M | -30.1% | -35.1% | +5.0% | -24.0% |
| 6M | +22.8% | +3.6% | +19.2% | +22.7% |
| YTD | +0.2% | -21.7% | +21.9% | +4.5% |
| 1Y | +7.9% | +1.3% | +6.6% | +6.9% |
| 3Y | +55.8% | +9.7% | +46.1% | +45.2% |
| 5Y | +30.1% | +117.4% | -87.3% | +3.5% |
| 10Y | +248.9% | +435.5% | -186.6% | +125.6% |
| All | +614.3% | +734.5% | -120.2% | +334.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling