+194.5%
BSX vs FSLR
+734.5%
-540.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.0% |
| 7D | +2.0% | 0.0% | +2.1% | +2.0% |
| 30D | +0.1% | -13.7% | +13.8% | +2.1% |
| 3M | -2.1% | -35.1% | +32.9% | +3.2% |
| 6M | -33.8% | +3.6% | -37.4% | -34.9% |
| YTD | -49.9% | -21.7% | -28.1% | -49.0% |
| 1Y | -55.4% | +1.3% | -56.7% | -56.6% |
| 3Y | -10.9% | +9.7% | -20.6% | -18.4% |
| 5Y | +6.4% | +117.4% | -110.9% | -15.9% |
| 10Y | +97.0% | +435.5% | -338.5% | +25.0% |
| All | +194.5% | +734.5% | -540.0% | +83.8% |
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 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