+438.4%
BMY vs FSLR
+627.0%
-188.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -2.0% | -8.4% | +6.4% | -1.4% |
| 30D | +9.3% | -0.9% | +10.2% | +9.2% |
| 3M | -0.1% | -26.1% | +26.0% | +1.8% |
| 6M | +15.5% | -23.6% | +39.1% | +16.9% |
| YTD | +21.8% | -31.8% | +53.6% | +23.8% |
| 1Y | +34.9% | -32.6% | +67.4% | +37.0% |
| 3Y | +43.2% | +33.0% | +10.2% | +34.7% |
| 5Y | +30.7% | +56.8% | -26.1% | +18.8% |
| 10Y | +59.3% | +455.6% | -396.3% | +24.2% |
| All | +438.4% | +627.0% | -188.6% | +269.9% |
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 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