+52.6%
FSLR vs BDX
+27.1%
+25.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -14.8% | +2.9% | -17.7% | -15.3% |
| 30D | -4.3% | +15.4% | -19.7% | -6.9% |
| 3M | -23.4% | +20.5% | -43.9% | -26.1% |
| 6M | -26.9% | +53.2% | -80.1% | -32.9% |
| YTD | -34.4% | +45.7% | -80.1% | -39.0% |
| 1Y | -33.2% | +47.3% | -80.5% | -38.0% |
| 3Y | +28.1% | +25.1% | +3.0% | +20.3% |
| All | +52.6% | +27.1% | +25.5% | +44.3% |
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