+201.2%
ABT vs FCEL
-99.2%
+300.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.1% | -1.7% |
| 7D | -5.0% | +6.3% | -11.3% | -5.1% |
| 30D | -5.8% | -18.8% | +13.0% | -5.6% |
| 3M | +16.7% | -3.8% | +20.6% | +16.0% |
| 6M | -5.2% | +121.1% | -126.4% | -8.1% |
| YTD | -16.0% | +113.3% | -129.2% | -18.7% |
| 1Y | -18.3% | +173.5% | -191.8% | -21.7% |
| 3Y | +9.2% | -63.9% | +73.1% | +7.5% |
| 5Y | -11.6% | -90.7% | +79.1% | -11.4% |
| All | +201.2% | -99.2% | +300.4% | +232.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling