+5.6%
UNH vs FSLR
+123.2%
-117.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +1.0% |
| 7D | +1.1% | +6.8% | -5.7% | +1.3% |
| 30D | -1.5% | -14.7% | +13.2% | -1.8% |
| 3M | -0.8% | -22.6% | +21.7% | -1.3% |
| 6M | +41.8% | +12.7% | +29.1% | +42.1% |
| YTD | +23.1% | -18.4% | +41.4% | +22.8% |
| 1Y | +28.5% | +4.9% | +23.6% | +29.0% |
| 3Y | -11.8% | +16.4% | -28.2% | -10.7% |
| All | +5.6% | +123.2% | -117.7% | +0.8% |
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 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