+30.8%
ABBV vs FCEL
+28.7%
+2.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.1% |
| 7D | +1.3% | -2.8% | +4.1% | +1.2% |
| 30D | +4.7% | -31.6% | +36.4% | +4.1% |
| 3M | +18.3% | -52.4% | +70.8% | +17.3% |
| 6M | +43.4% | -51.4% | +94.8% | +41.6% |
| YTD | +33.0% | +32.4% | +0.6% | +31.5% |
| 1Y | +30.8% | +37.5% | -6.7% | +27.9% |
| All | +30.8% | +28.7% | +2.1% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling