+592.8%
FSLR vs BDX
+463.9%
+128.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.1% |
| 7D | -14.8% | +2.9% | -17.7% | -16.1% |
| 30D | -4.3% | +15.4% | -19.7% | -11.4% |
| 3M | -23.4% | +20.5% | -43.9% | -30.8% |
| 6M | -26.9% | +53.2% | -80.1% | -42.6% |
| YTD | -34.4% | +45.7% | -80.1% | -47.4% |
| 1Y | -33.2% | +47.3% | -80.5% | -46.8% |
| 3Y | +28.1% | +25.1% | +3.0% | +6.7% |
| 5Y | +54.5% | +27.4% | +27.1% | +22.9% |
| 10Y | +434.6% | +95.4% | +339.2% | +160.9% |
| All | +592.8% | +463.9% | +128.9% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling