+22.7%
UNH vs FSLR
-35.7%
+58.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.5% |
| 7D | +2.4% | -12.0% | +14.4% | +2.1% |
| 30D | +7.2% | -7.7% | +14.9% | +7.1% |
| 3M | +0.5% | -24.0% | +24.5% | +0.1% |
| 6M | +3.4% | -24.4% | +27.9% | +2.5% |
| YTD | +25.2% | -34.0% | +59.2% | +25.5% |
| 1Y | +22.7% | -35.6% | +58.3% | +22.8% |
| All | +22.7% | -35.7% | +58.4% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling