+81.0%
BSX vs FSLR
+466.5%
-385.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -10.1% | +2.2% | -12.3% | -10.3% |
| 30D | -16.4% | -7.8% | -8.6% | -15.8% |
| 3M | -8.9% | -22.9% | +14.0% | -6.7% |
| 6M | -38.3% | +4.4% | -42.7% | -39.2% |
| YTD | -54.9% | -20.0% | -34.9% | -54.5% |
| 1Y | -58.8% | +2.8% | -61.6% | -59.7% |
| 3Y | -21.2% | +16.5% | -37.8% | -27.5% |
| 5Y | -3.3% | +110.3% | -113.6% | -22.3% |
| All | +81.0% | +466.5% | -385.5% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling