+2.8%
FSLR vs REGN
+41.3%
-38.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | +2.2% | -5.6% | +7.8% | +2.4% |
| 30D | -7.8% | -2.0% | -5.9% | -7.8% |
| 3M | -22.9% | +28.0% | -50.9% | -23.4% |
| 6M | +4.4% | +1.2% | +3.2% | +4.1% |
| YTD | -20.0% | +1.6% | -21.6% | -20.1% |
| 1Y | +2.8% | +38.2% | -35.4% | +4.0% |
| All | +2.8% | +41.3% | -38.5% | +4.0% |
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