+55.7%
ISRG vs FSLR
+30.3%
+25.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.1% | -1.8% |
| 7D | -6.1% | -12.0% | +5.9% | -5.0% |
| 30D | +4.2% | -7.7% | +11.9% | +4.9% |
| 3M | +9.6% | -24.0% | +33.6% | +12.2% |
| 6M | +1.9% | -24.4% | +26.3% | +3.6% |
| YTD | -22.3% | -34.0% | +11.7% | -20.3% |
| 1Y | -23.2% | -35.6% | +12.4% | -21.1% |
| All | +55.7% | +30.3% | +25.4% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling