+3,345.3%
ISRG vs FSLR
+734.5%
+2,610.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -2.3% | -13.7% | +11.4% | +0.2% |
| 3M | -12.4% | -35.1% | +22.6% | -6.2% |
| 6M | -26.8% | +3.6% | -30.5% | -28.3% |
| YTD | -35.3% | -21.7% | -13.5% | -33.8% |
| 1Y | -19.3% | +1.3% | -20.6% | -21.8% |
| 3Y | +18.1% | +9.7% | +8.4% | +6.6% |
| 5Y | +2.6% | +117.4% | -114.7% | -21.8% |
| 10Y | +379.4% | +435.5% | -56.1% | +188.8% |
| All | +3,345.3% | +734.5% | +2,610.9% | +1,957.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling