+201.1%
ZTS vs FSLR
+526.9%
-325.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -7.4% | -8.4% | +1.0% | -6.7% |
| 30D | +9.9% | -0.9% | +10.8% | +9.8% |
| 3M | +10.3% | -26.1% | +36.4% | +13.2% |
| 6M | +9.2% | -23.6% | +32.8% | +11.0% |
| YTD | -32.9% | -31.8% | -1.1% | -31.3% |
| 1Y | -29.7% | -32.6% | +2.9% | -28.1% |
| 3Y | -49.0% | +33.0% | -82.0% | -53.2% |
| 5Y | -59.3% | +56.8% | -116.1% | -64.4% |
| 10Y | +78.9% | +455.6% | -376.6% | +29.6% |
| All | +201.1% | +526.9% | -325.8% | +119.0% |
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