+1,156.2%
ABBV vs FCEL
-99.6%
+1,255.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | +0.4% | -15.8% | +16.2% | +0.7% |
| 30D | +4.2% | -29.3% | +33.4% | +4.8% |
| 3M | +14.8% | -30.1% | +45.0% | +14.8% |
| 6M | +10.3% | +74.4% | -64.2% | +7.3% |
| YTD | +14.9% | +104.5% | -89.6% | +11.2% |
| 1Y | +24.1% | +281.4% | -257.2% | +17.7% |
| 3Y | +91.9% | -66.1% | +158.0% | +88.2% |
| 5Y | +176.0% | -91.9% | +267.9% | +174.9% |
| 10Y | +502.9% | -99.2% | +602.2% | +506.1% |
| All | +1,156.2% | -99.6% | +1,255.8% | +1,215.6% |
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 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