+2.8%
FSLR vs BDX
+22.7%
-19.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +2.2% | -3.2% | +5.4% | +2.2% |
| 30D | -7.8% | -2.5% | -5.3% | -7.9% |
| 3M | -22.9% | +21.4% | -44.3% | -22.8% |
| 6M | +4.4% | +10.4% | -6.0% | +7.2% |
| YTD | -20.0% | +18.8% | -38.8% | -15.8% |
| 1Y | +2.8% | +21.7% | -18.9% | +10.4% |
| All | +2.8% | +22.7% | -19.9% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling