-26.0%
FSLR vs REGN
+45.3%
-71.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.4% | +9.0% | +4.8% |
| 7D | +10.3% | +14.4% | -4.1% | +9.4% |
| 30D | +10.4% | +28.1% | -17.7% | +8.4% |
| 3M | -20.2% | +22.5% | -42.7% | -21.2% |
| 6M | -8.0% | +31.6% | -39.6% | -9.5% |
| YTD | -25.5% | +21.0% | -46.6% | -26.6% |
| 1Y | -26.0% | +49.0% | -74.9% | -29.6% |
| All | -26.0% | +45.3% | -71.3% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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