-17.3%
ISRG vs FSLR
-27.8%
+10.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.4% |
| 7D | +4.8% | +15.3% | -10.5% | +4.4% |
| 30D | +9.2% | +11.7% | -2.4% | +8.9% |
| 3M | +21.2% | -17.6% | +38.8% | +21.6% |
| 6M | +0.2% | -7.7% | +8.0% | -0.3% |
| YTD | -20.1% | -23.0% | +3.0% | -20.4% |
| 1Y | -17.3% | -26.0% | +8.7% | -16.9% |
| All | -17.3% | -27.8% | +10.4% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling