+13.2%
FSLR vs BDX
-9.0%
+22.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.0% | -5.7% | -4.9% |
| 7D | +0.2% | -3.6% | +3.8% | +0.7% |
| 30D | -15.1% | +0.7% | -15.8% | -15.3% |
| 3M | -22.5% | +19.0% | -41.5% | -24.5% |
| 6M | +4.0% | +10.8% | -6.8% | +2.8% |
| YTD | -22.3% | +20.1% | -42.4% | -24.0% |
| 1Y | 0.0% | +23.1% | -23.0% | -2.6% |
| All | +13.2% | -9.0% | +22.2% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling