+24.3%
BMY vs FSLR
+112.6%
-88.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.3% | -0.4% |
| 7D | -4.8% | +0.2% | -5.1% | -4.8% |
| 30D | -0.7% | -15.1% | +14.5% | -0.4% |
| 3M | +15.3% | -22.5% | +37.9% | +15.7% |
| 6M | +8.5% | +4.0% | +4.6% | +8.2% |
| YTD | +23.4% | -22.3% | +45.7% | +23.6% |
| 1Y | +42.9% | 0.0% | +42.9% | +42.0% |
| 3Y | +22.0% | +10.9% | +11.1% | +19.3% |
| 5Y | +24.3% | +105.4% | -81.1% | +20.2% |
| All | +24.3% | +112.6% | -88.3% | +20.2% |
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