+42.9%
BMY vs FSLR
-0.5%
+43.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.3% | -0.6% |
| 7D | -4.8% | +0.2% | -5.1% | -4.8% |
| 30D | -0.7% | -15.1% | +14.5% | -1.3% |
| 3M | +15.3% | -22.5% | +37.9% | +14.3% |
| 6M | +8.5% | +4.0% | +4.6% | +8.6% |
| YTD | +23.4% | -22.3% | +45.7% | +21.6% |
| 1Y | +42.9% | 0.0% | +42.9% | +44.9% |
| All | +42.9% | -0.5% | +43.4% | +44.9% |
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 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