+172.3%
BSX vs FSLR
+603.3%
-430.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.6% |
| 7D | -1.0% | -12.0% | +11.0% | +0.6% |
| 30D | +2.1% | -7.7% | +9.7% | +3.0% |
| 3M | -14.0% | -24.0% | +10.0% | -11.2% |
| 6M | -18.3% | -24.4% | +6.2% | -16.2% |
| YTD | -53.6% | -34.0% | -19.6% | -51.9% |
| 1Y | -57.6% | -35.6% | -22.0% | -55.9% |
| 3Y | -14.3% | +28.7% | -42.9% | -23.8% |
| 5Y | +5.1% | +55.3% | -50.3% | -12.9% |
| 10Y | +105.6% | +437.4% | -331.8% | +29.9% |
| All | +172.3% | +603.3% | -430.9% | +73.2% |
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 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