+720.9%
FSLR vs REGN
+3,338.5%
-2,617.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.4% | -4.7% |
| 7D | +0.2% | -5.2% | +5.5% | +1.8% |
| 30D | -15.1% | +0.1% | -15.2% | -15.2% |
| 3M | -22.5% | +31.2% | -53.8% | -28.9% |
| 6M | +4.0% | +3.6% | +0.3% | +2.0% |
| YTD | -22.3% | +5.0% | -27.3% | -24.4% |
| 1Y | 0.0% | +45.9% | -45.8% | -12.6% |
| 3Y | +10.9% | -1.9% | +12.7% | +6.9% |
| 5Y | +105.4% | +26.2% | +79.2% | +79.7% |
| 10Y | +447.0% | +112.1% | +334.9% | +277.1% |
| All | +720.9% | +3,338.5% | -2,617.6% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling