+1,354.0%
ABBV vs FCEL
-99.8%
+1,453.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 3M | +18.3% | -52.4% | +70.8% | +19.7% |
| 6M | +43.4% | -51.4% | +94.8% | +43.6% |
| YTD | +33.0% | +32.4% | +0.6% | +29.5% |
| 1Y | +30.8% | +37.5% | -6.7% | +27.0% |
| 3Y | +135.1% | -69.3% | +204.4% | +130.4% |
| 5Y | +201.2% | -97.1% | +298.4% | +207.2% |
| 10Y | +602.7% | -99.1% | +701.8% | +595.1% |
| All | +1,354.0% | -99.8% | +1,453.7% | +1,431.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling