+458.5%
FSLR vs REGN
+105.3%
+353.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | +2.2% | -5.6% | +7.8% | +3.5% |
| 30D | -7.8% | -2.0% | -5.9% | -7.5% |
| 3M | -22.9% | +28.0% | -50.9% | -27.4% |
| 6M | +4.4% | +1.2% | +3.2% | +3.6% |
| YTD | -20.0% | +1.6% | -21.6% | -21.0% |
| 1Y | +2.8% | +38.2% | -35.4% | -6.2% |
| 3Y | +16.5% | -5.4% | +21.9% | +14.8% |
| 5Y | +110.3% | +21.3% | +89.0% | +92.2% |
| All | +458.5% | +105.3% | +353.2% | +337.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling