+499.9%
ABBV vs FCEL
-99.2%
+599.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +1.7% |
| 7D | -2.0% | +6.3% | -8.3% | -2.1% |
| 30D | +2.0% | -18.8% | +20.8% | +2.2% |
| 3M | +14.2% | -3.8% | +18.0% | +13.5% |
| 6M | +14.1% | +121.1% | -107.1% | +11.0% |
| YTD | +14.2% | +113.3% | -99.0% | +11.0% |
| 1Y | +24.2% | +173.5% | -149.3% | +19.6% |
| 3Y | +89.8% | -63.9% | +153.7% | +86.2% |
| 5Y | +187.2% | -90.7% | +277.9% | +184.7% |
| All | +499.9% | -99.2% | +599.0% | +487.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling