+104.3%
FSLR vs BDX
-1.6%
+105.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.0% | -5.7% | -4.9% |
| 7D | +0.2% | -3.6% | +3.8% | +0.8% |
| 30D | -15.1% | +0.7% | -15.8% | -15.3% |
| 3M | -22.5% | +19.0% | -41.5% | -25.0% |
| 6M | +4.0% | +10.8% | -6.8% | +2.1% |
| YTD | -22.3% | +20.1% | -42.4% | -24.8% |
| 1Y | 0.0% | +23.1% | -23.0% | -3.8% |
| 3Y | +10.9% | -8.8% | +19.7% | +11.8% |
| All | +104.3% | -1.6% | +105.9% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling