+113.3%
BSX vs FSLR
+429.3%
-316.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +3.7% | -14.8% | +18.5% | +5.3% |
| 30D | +3.1% | -4.3% | +7.4% | +3.5% |
| 3M | -14.2% | -23.4% | +9.2% | -12.2% |
| 6M | -16.4% | -26.9% | +10.5% | -14.6% |
| YTD | -53.5% | -34.4% | -19.1% | -52.2% |
| 1Y | -57.8% | -33.2% | -24.6% | -56.7% |
| 3Y | -17.4% | +28.1% | -45.5% | -25.9% |
| 5Y | +5.4% | +54.5% | -49.1% | -12.3% |
| All | +113.3% | +429.3% | -316.0% | +38.1% |
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