+96.9%
FSLR vs IDXX
-26.5%
+123.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +2.2% | -5.7% | +8.0% | +4.2% |
| 30D | -7.8% | -11.5% | +3.7% | -4.1% |
| 3M | -22.9% | -9.5% | -13.4% | -20.6% |
| 6M | +4.4% | -16.0% | +20.3% | +9.8% |
| YTD | -20.0% | -25.4% | +5.4% | -12.6% |
| 1Y | +2.8% | -21.8% | +24.6% | +9.8% |
| 3Y | +16.5% | +7.0% | +9.5% | +4.8% |
| All | +96.9% | -26.5% | +123.4% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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