+604.1%
ABBV vs FCEL
-99.1%
+703.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.3% |
| 7D | +1.3% | -2.8% | +4.1% | +1.3% |
| 30D | +4.7% | -31.6% | +36.4% | +5.2% |
| 3M | +18.3% | -52.4% | +70.8% | +19.4% |
| 6M | +43.4% | -51.4% | +94.8% | +43.5% |
| YTD | +33.0% | +32.4% | +0.6% | +30.0% |
| 1Y | +30.8% | +37.5% | -6.7% | +27.6% |
| 3Y | +135.1% | -69.3% | +204.4% | +130.9% |
| 5Y | +201.2% | -97.1% | +298.4% | +205.4% |
| All | +604.1% | -99.1% | +703.3% | +576.6% |
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