+2.0%
ISRG vs FSLR
+117.9%
-115.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -2.3% | -13.7% | +11.4% | -0.4% |
| 3M | -12.4% | -35.1% | +22.6% | -7.6% |
| 6M | -26.8% | +3.6% | -30.5% | -28.1% |
| YTD | -35.3% | -21.7% | -13.5% | -34.1% |
| 1Y | -19.3% | +1.3% | -20.6% | -21.6% |
| 3Y | +18.1% | +9.7% | +8.4% | +6.7% |
| All | +2.0% | +117.9% | -115.9% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling