+86.7%
ABBV vs FCEL
-61.1%
+147.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.7% | +7.6% | +0.9% |
| 7D | -4.1% | +15.1% | -19.2% | -4.3% |
| 30D | +1.2% | -16.4% | +17.6% | +1.3% |
| 3M | +12.1% | -5.3% | +17.4% | +11.3% |
| 6M | +12.0% | +124.5% | -112.5% | +8.5% |
| YTD | +12.4% | +126.7% | -114.3% | +8.6% |
| 1Y | +22.9% | +219.9% | -196.9% | +16.6% |
| All | +86.7% | -61.1% | +147.8% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling