+22.5%
BMY vs FSLR
+15.2%
+7.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -3.2% |
| 7D | -3.3% | +6.8% | -10.1% | -3.4% |
| 30D | 0.0% | -14.7% | +14.7% | +0.2% |
| 3M | +17.7% | -22.6% | +40.3% | +18.1% |
| 6M | +9.6% | +12.7% | -3.1% | +9.0% |
| YTD | +24.0% | -18.4% | +42.3% | +24.0% |
| 1Y | +45.1% | +4.9% | +40.2% | +43.6% |
| 3Y | +22.5% | +16.4% | +6.1% | +16.6% |
| All | +22.5% | +15.2% | +7.3% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling