-25.5%
ISRG vs FSLR
+3.4%
-28.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.3% | -8.8% | -4.6% |
| 7D | -5.2% | +6.8% | -12.0% | -5.3% |
| 30D | -7.6% | -14.7% | +7.2% | -7.2% |
| 3M | -16.4% | -22.6% | +6.2% | -16.2% |
| 6M | -28.6% | +12.7% | -41.3% | -29.3% |
| YTD | -38.2% | -18.4% | -19.8% | -38.4% |
| 1Y | -25.5% | +4.9% | -30.4% | -21.9% |
| All | -25.5% | +3.4% | -28.9% | -21.9% |
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