+23.9%
ISRG vs FSLR
+51.6%
-27.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.1% | -1.7% |
| 7D | -6.1% | -12.0% | +5.9% | -4.5% |
| 30D | +4.2% | -7.7% | +11.9% | +5.3% |
| 3M | +9.6% | -24.0% | +33.6% | +13.4% |
| 6M | +1.9% | -24.4% | +26.3% | +4.5% |
| YTD | -22.3% | -34.0% | +11.7% | -19.4% |
| 1Y | -23.2% | -35.6% | +12.4% | -20.1% |
| 3Y | +58.5% | +28.7% | +29.9% | +36.1% |
| 5Y | +23.9% | +55.3% | -31.4% | -13.3% |
| All | +23.9% | +51.6% | -27.6% | -13.3% |
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