+4,154.3%
ISRG vs FSLR
+721.0%
+3,433.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.8% |
| 7D | +4.8% | +15.3% | -10.5% | +2.2% |
| 30D | +9.2% | +11.7% | -2.4% | +7.1% |
| 3M | +21.2% | -17.6% | +38.8% | +24.7% |
| 6M | +0.2% | -7.7% | +8.0% | +0.1% |
| YTD | -20.1% | -23.0% | +3.0% | -18.4% |
| 1Y | -17.3% | -26.0% | +8.7% | -15.1% |
| 3Y | +63.3% | +36.9% | +26.5% | +41.1% |
| 5Y | +24.1% | +72.9% | -48.9% | -1.6% |
| 10Y | +507.0% | +519.3% | -12.3% | +257.1% |
| All | +4,154.3% | +721.0% | +3,433.3% | +2,437.3% |
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 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