-55.4%
BSX vs FSLR
+1.0%
-56.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.8% |
| 7D | +2.0% | 0.0% | +2.1% | +2.0% |
| 30D | +0.1% | -13.7% | +13.8% | 0.0% |
| 3M | -2.1% | -35.1% | +32.9% | -2.5% |
| 6M | -33.8% | +3.6% | -37.4% | -34.6% |
| YTD | -49.9% | -21.7% | -28.1% | -50.3% |
| 1Y | -55.4% | +1.3% | -56.7% | -54.8% |
| All | -55.4% | +1.0% | -56.5% | -54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling