+2.8%
FSLR vs BMRN
+20.6%
-17.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +2.2% | -1.3% | +3.5% | +2.3% |
| 30D | -7.8% | -6.5% | -1.3% | -7.7% |
| 3M | -22.9% | +18.3% | -41.2% | -23.5% |
| 6M | +4.4% | +8.9% | -4.5% | +3.7% |
| YTD | -20.0% | +10.5% | -30.5% | -20.2% |
| 1Y | +2.8% | +17.5% | -14.7% | -0.8% |
| All | +2.8% | +20.6% | -17.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 1y: compounded portfolio wealth divided by compounded BMRN 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…
1y analysis · Full analysis span regression · 6 months rolling