-12.4%
BX vs FSLR
-33.8%
+21.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -2.8% | -8.4% | +5.6% | -1.8% |
| 30D | +7.3% | -0.9% | +8.2% | +7.3% |
| 3M | -16.3% | -26.1% | +9.8% | -13.5% |
| 6M | +2.5% | -23.6% | +26.1% | +4.3% |
| YTD | -17.6% | -31.8% | +14.2% | -14.3% |
| 1Y | -12.4% | -32.6% | +20.2% | -8.4% |
| All | -12.4% | -33.8% | +21.4% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling