+726.4%
FSLR vs BDX
+375.0%
+351.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | 0.0% | -2.5% | +2.5% | +1.4% |
| 30D | -13.7% | +8.3% | -21.9% | -17.3% |
| 3M | -35.1% | +24.4% | -59.5% | -42.8% |
| 6M | +3.6% | +9.2% | -5.5% | -2.6% |
| YTD | -21.7% | +22.7% | -44.5% | -31.2% |
| 1Y | +1.3% | +25.9% | -24.6% | -12.7% |
| 3Y | +9.7% | -10.5% | +20.2% | +10.8% |
| 5Y | +117.4% | +1.9% | +115.4% | +95.7% |
| 10Y | +435.5% | +58.7% | +376.8% | +193.6% |
| All | +726.4% | +375.0% | +351.4% | +66.3% |
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 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