+418.1%
FSLR vs BDX
+95.1%
+323.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -14.8% | +2.9% | -17.7% | -15.4% |
| 30D | -4.3% | +15.4% | -19.7% | -7.9% |
| 3M | -23.4% | +20.5% | -43.9% | -27.1% |
| 6M | -26.9% | +53.2% | -80.1% | -35.1% |
| YTD | -34.4% | +45.7% | -80.1% | -41.0% |
| 1Y | -33.2% | +47.3% | -80.5% | -40.1% |
| 3Y | +28.1% | +25.1% | +3.0% | +17.8% |
| 5Y | +54.5% | +27.4% | +27.1% | +39.7% |
| All | +418.1% | +95.1% | +323.0% | +337.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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