+466.0%
BMY vs FSLR
+734.5%
-268.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.8% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +5.0% | -13.7% | +18.7% | +6.0% |
| 3M | +19.4% | -35.1% | +54.5% | +22.7% |
| 6M | +9.5% | +3.6% | +5.9% | +8.7% |
| YTD | +28.1% | -21.7% | +49.8% | +29.2% |
| 1Y | +50.0% | +1.3% | +48.7% | +48.0% |
| 3Y | +24.1% | +9.7% | +14.4% | +18.7% |
| 5Y | +25.0% | +117.4% | -92.4% | +10.9% |
| 10Y | +68.7% | +435.5% | -366.8% | +32.2% |
| All | +466.0% | +734.5% | -268.5% | +285.9% |
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