+214.3%
UNH vs FSLR
+432.1%
-217.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.7% |
| 7D | +2.4% | -12.0% | +14.4% | +2.9% |
| 30D | +7.2% | -7.7% | +14.9% | +7.6% |
| 3M | +0.5% | -24.0% | +24.5% | +1.6% |
| 6M | +3.4% | -24.4% | +27.9% | +4.3% |
| YTD | +25.2% | -34.0% | +59.2% | +26.8% |
| 1Y | +22.7% | -35.6% | +58.3% | +24.4% |
| 3Y | -20.3% | +28.7% | -48.9% | -25.4% |
| 5Y | -3.4% | +55.3% | -58.7% | -14.4% |
| All | +214.3% | +432.1% | -217.9% | +122.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling