+42.0%
BMY vs FSLR
+38.0%
+4.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | 0.0% |
| 7D | -1.4% | +5.3% | -6.6% | -1.4% |
| 30D | +5.1% | +7.8% | -2.6% | +5.1% |
| 3M | -3.0% | -23.4% | +20.4% | -2.8% |
| 6M | +13.1% | -12.9% | +25.9% | +12.9% |
| YTD | +20.3% | -26.7% | +47.0% | +20.3% |
| 1Y | +39.0% | -28.4% | +67.4% | +39.0% |
| 3Y | +42.0% | +44.6% | -2.6% | +34.9% |
| All | +42.0% | +38.0% | +4.0% | +34.9% |
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 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