+500.7%
ISRG vs FSLR
+498.1%
+2.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.9% |
| 7D | +4.8% | +15.3% | -10.5% | +2.1% |
| 30D | +9.2% | +11.7% | -2.4% | +7.0% |
| 3M | +21.2% | -17.6% | +38.8% | +24.9% |
| 6M | +0.2% | -7.7% | +8.0% | 0.0% |
| YTD | -20.1% | -23.0% | +3.0% | -18.3% |
| 1Y | -17.3% | -26.0% | +8.7% | -15.0% |
| 3Y | +63.3% | +36.9% | +26.5% | +36.8% |
| 5Y | +24.1% | +72.9% | -48.9% | -8.2% |
| All | +500.7% | +498.1% | +2.6% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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