+649.8%
QCOM vs FSLR
+603.3%
+46.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.9% |
| 7D | +13.0% | -12.0% | +25.0% | +15.7% |
| 30D | +0.2% | -7.7% | +7.8% | +1.6% |
| 3M | +9.2% | -24.0% | +33.2% | +14.7% |
| 6M | -15.0% | -24.4% | +9.4% | -10.2% |
| YTD | +5.2% | -34.0% | +39.2% | +13.1% |
| 1Y | +2.4% | -35.6% | +37.9% | +10.3% |
| 3Y | +52.0% | +28.7% | +23.3% | +38.0% |
| 5Y | +19.7% | +55.3% | -35.6% | +1.4% |
| 10Y | +246.9% | +437.4% | -190.5% | +126.0% |
| All | +649.8% | +603.3% | +46.6% | +369.9% |
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