+356.0%
ISRG vs FSLR
+464.5%
-108.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.3% | -8.8% | -5.3% |
| 7D | -5.2% | +6.8% | -12.0% | -6.3% |
| 30D | -7.6% | -14.7% | +7.2% | -5.0% |
| 3M | -16.4% | -22.6% | +6.2% | -12.9% |
| 6M | -28.6% | +12.7% | -41.3% | -31.2% |
| YTD | -38.2% | -18.4% | -19.8% | -37.3% |
| 1Y | -25.5% | +4.9% | -30.4% | -28.6% |
| 3Y | +17.4% | +16.4% | +1.0% | +2.9% |
| 5Y | -3.0% | +123.5% | -126.4% | -31.5% |
| 10Y | +356.0% | +454.3% | -98.4% | +145.1% |
| All | +356.0% | +464.5% | -108.5% | +145.1% |
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