-1.0%
BSX vs FSLR
+112.6%
-113.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.7% | +0.2% |
| 7D | -7.0% | +0.2% | -7.3% | -7.1% |
| 30D | -10.9% | -15.1% | +4.2% | -10.2% |
| 3M | -8.2% | -22.5% | +14.4% | -7.1% |
| 6M | -37.5% | +4.0% | -41.4% | -38.0% |
| YTD | -52.8% | -22.3% | -30.6% | -52.5% |
| 1Y | -58.4% | 0.0% | -58.4% | -58.9% |
| 3Y | -16.5% | +10.9% | -27.4% | -20.6% |
| 5Y | -1.0% | +105.4% | -106.4% | -17.2% |
| All | -1.0% | +112.6% | -113.6% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling