+200.6%
ABBV vs FCEL
-97.0%
+297.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | -0.1% |
| 7D | +2.2% | +14.8% | -12.6% | +2.0% |
| 30D | +8.0% | -33.9% | +41.9% | +8.3% |
| 3M | +19.1% | -52.7% | +71.8% | +19.7% |
| 6M | +43.5% | -40.0% | +83.6% | +42.7% |
| YTD | +32.7% | +40.2% | -7.5% | +29.6% |
| 1Y | +30.0% | +32.9% | -2.9% | +26.9% |
| 3Y | +134.7% | -66.8% | +201.6% | +126.7% |
| 5Y | +200.6% | -97.0% | +297.6% | +185.2% |
| All | +200.6% | -97.0% | +297.6% | +185.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling